+86.0%
CHRW vs WPM
+279.1%
-193.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.9% | +7.0% | -5.1% | +1.9% |
| 30D | +0.9% | +15.7% | -14.8% | +0.6% |
| 3M | -19.9% | +35.2% | -55.1% | -20.4% |
| 6M | -15.8% | +6.1% | -21.9% | -15.9% |
| YTD | -5.6% | +32.6% | -38.2% | -5.9% |
| 1Y | +21.0% | +46.9% | -25.9% | +20.5% |
| 3Y | +86.0% | +276.3% | -190.3% | +81.3% |
| All | +86.0% | +279.1% | -193.1% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling