+591.5%
CHRW vs WPM
+5,535.3%
-4,943.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.4% |
| 7D | +0.2% | +20.8% | -20.6% | -1.5% |
| 30D | -9.4% | +3.8% | -13.2% | -9.8% |
| 3M | -13.3% | +7.4% | -20.7% | -14.1% |
| 6M | -24.2% | +4.0% | -28.1% | -24.9% |
| YTD | -18.9% | +23.0% | -41.9% | -21.3% |
| 1Y | -12.4% | +45.9% | -58.3% | -16.3% |
| 3Y | +72.2% | +242.9% | -170.7% | +50.1% |
| 5Y | +53.4% | +259.5% | -206.1% | +31.8% |
| 10Y | +127.0% | +577.7% | -450.8% | +78.5% |
| All | +591.5% | +5,535.3% | -4,943.8% | +239.8% |
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 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