+4,266.9%
CHRW vs WSM
+6,398.3%
-2,131.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -1.4% | -3.3% | +1.9% | -0.8% |
| 30D | -3.5% | -8.4% | +4.9% | -1.8% |
| 3M | -19.4% | +9.7% | -29.1% | -21.1% |
| 6M | -21.4% | +16.7% | -38.1% | -24.0% |
| YTD | -7.1% | +28.7% | -35.8% | -11.9% |
| 1Y | +17.8% | +13.7% | +4.2% | +14.3% |
| 3Y | +78.8% | +230.1% | -151.3% | +35.1% |
| 5Y | +83.5% | +179.0% | -95.4% | +39.3% |
| 10Y | +160.2% | +1,002.5% | -842.3% | +38.4% |
| All | +4,266.9% | +6,398.3% | -2,131.4% | +1,121.8% |
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