+174.5%
CHRW vs WPM
+523.6%
-349.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | +4.1% | +3.9% | +0.2% | +3.9% |
| 30D | +1.9% | +17.7% | -15.8% | +0.9% |
| 3M | -21.2% | +39.4% | -60.6% | -22.7% |
| 6M | -16.7% | +6.4% | -23.1% | -17.2% |
| YTD | -5.4% | +34.0% | -39.3% | -7.3% |
| 1Y | +21.2% | +50.5% | -29.3% | +17.8% |
| 3Y | +86.5% | +280.3% | -193.8% | +70.3% |
| 5Y | +93.0% | +266.3% | -173.3% | +74.7% |
| 10Y | +174.5% | +550.8% | -376.3% | +151.8% |
| All | +174.5% | +523.6% | -349.1% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling