+61.3%
CHRW vs WSM
+184.0%
-122.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.1% | -3.0% | +2.9% | +0.6% |
| 30D | -4.3% | +10.1% | -14.3% | -6.2% |
| 3M | -7.4% | +4.9% | -12.3% | -8.5% |
| 6M | -20.7% | +49.8% | -70.5% | -27.7% |
| YTD | -15.9% | +48.7% | -64.6% | -23.0% |
| 1Y | -9.9% | +38.7% | -48.6% | -16.5% |
| 3Y | +79.0% | +269.5% | -190.6% | +26.8% |
| 5Y | +61.3% | +179.0% | -117.7% | +11.6% |
| All | +61.3% | +184.0% | -122.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling