+691.4%
CHRW vs WPM
+5,967.5%
-5,276.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -3.5% | +26.4% | -29.8% | -5.6% |
| 3M | -19.4% | +20.8% | -40.2% | -21.1% |
| 6M | -21.4% | +1.1% | -22.5% | -22.0% |
| YTD | -7.1% | +32.5% | -39.6% | -10.3% |
| 1Y | +17.8% | +51.5% | -33.7% | +12.2% |
| 3Y | +78.8% | +267.0% | -188.2% | +55.1% |
| 5Y | +83.5% | +250.1% | -166.6% | +58.5% |
| 10Y | +160.2% | +540.4% | -380.1% | +106.1% |
| All | +691.4% | +5,967.5% | -5,276.1% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling