+177.7%
CHRW vs WSM
+1,058.9%
-881.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +4.4% | +0.4% | +3.9% | +4.3% |
| 30D | +5.5% | -10.7% | +16.2% | +7.6% |
| 3M | -17.3% | +8.5% | -25.7% | -18.7% |
| 6M | -12.7% | +19.6% | -32.3% | -15.8% |
| YTD | -4.1% | +26.6% | -30.7% | -8.3% |
| 1Y | +21.2% | +12.0% | +9.3% | +18.2% |
| 3Y | +88.9% | +226.6% | -137.7% | +47.6% |
| 5Y | +93.1% | +174.1% | -81.0% | +50.9% |
| All | +177.7% | +1,058.9% | -881.2% | +66.4% |
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