+128.5%
CHRW vs WPM
+659.5%
-531.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -0.1% | +3.1% | -3.2% | -0.2% |
| 30D | -4.3% | -1.8% | -2.5% | -4.3% |
| 3M | -7.4% | +1.0% | -8.4% | -7.7% |
| 6M | -20.7% | -5.4% | -15.2% | -20.8% |
| YTD | -15.9% | +15.9% | -31.7% | -17.2% |
| 1Y | -9.9% | +30.8% | -40.7% | -12.0% |
| 3Y | +79.0% | +222.6% | -143.7% | +63.2% |
| 5Y | +61.3% | +227.4% | -166.0% | +45.2% |
| 10Y | +128.5% | +757.8% | -629.3% | +105.0% |
| All | +128.5% | +659.5% | -531.0% | +105.0% |
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