+129.8%
CHRW vs WSM
+1,113.6%
-983.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +1.3% |
| 7D | +4.7% | -3.2% | +7.9% | +5.3% |
| 30D | -2.6% | +4.6% | -7.2% | -3.4% |
| 3M | -8.0% | +2.4% | -10.4% | -8.6% |
| 6M | -19.0% | +43.7% | -62.7% | -24.5% |
| YTD | -15.5% | +42.1% | -57.6% | -20.9% |
| 1Y | -10.8% | +32.3% | -43.1% | -15.6% |
| 3Y | +79.8% | +253.0% | -173.2% | +38.7% |
| 5Y | +59.3% | +161.3% | -102.0% | +24.9% |
| All | +129.8% | +1,113.6% | -983.7% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling