+148.4%
WBD vs CHRW
+86.2%
+62.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +5.0% | +0.9% | +4.1% | +4.6% |
| 3M | +6.2% | -19.9% | +26.1% | +12.2% |
| 6M | +0.6% | -15.8% | +16.4% | +4.0% |
| YTD | -2.4% | -5.6% | +3.2% | -5.2% |
| 1Y | +127.7% | +21.0% | +106.7% | +96.8% |
| 3Y | +148.4% | +86.0% | +62.4% | +73.5% |
| All | +148.4% | +86.2% | +62.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling