+92.6%
CHRW vs WSM
+182.9%
-90.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.9% | +2.6% | -0.6% | +1.4% |
| 30D | +0.9% | -9.5% | +10.4% | +3.1% |
| 3M | -19.9% | +12.9% | -32.8% | -22.2% |
| 6M | -15.8% | +23.0% | -38.8% | -19.9% |
| YTD | -5.6% | +28.9% | -34.5% | -10.8% |
| 1Y | +21.0% | +13.7% | +7.4% | +17.1% |
| 3Y | +86.0% | +232.6% | -146.6% | +34.7% |
| All | +92.6% | +182.9% | -90.3% | +36.2% |
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 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