+3,877.1%
CHRW vs WSM
+7,181.2%
-3,304.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +7.3% | 0.0% | +7.3% | +7.3% |
| 30D | -3.6% | +5.1% | -8.7% | -4.6% |
| 3M | -9.6% | +5.1% | -14.7% | -10.7% |
| 6M | -17.0% | +48.6% | -65.6% | -23.7% |
| YTD | -15.4% | +44.2% | -59.6% | -21.7% |
| 1Y | -10.0% | +38.1% | -48.1% | -16.0% |
| 3Y | +82.2% | +257.2% | -175.1% | +35.6% |
| 5Y | +59.4% | +165.1% | -105.7% | +22.1% |
| 10Y | +129.7% | +1,123.6% | -993.8% | +19.6% |
| All | +3,877.1% | +7,181.2% | -3,304.1% | +985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling