+17.3%
CHRW vs WSM
+19.9%
-2.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.1% |
| 7D | -1.8% | -3.3% | +1.4% | -0.6% |
| 30D | -3.9% | -8.4% | +4.5% | -0.7% |
| 3M | -19.7% | +9.7% | -29.4% | -23.6% |
| 6M | -21.7% | +16.7% | -38.4% | -27.9% |
| YTD | -7.5% | +28.7% | -36.2% | -17.1% |
| 1Y | +17.3% | +13.7% | +3.7% | +9.5% |
| All | +17.3% | +19.9% | -2.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling