+298.2%
WBD vs CHRW
+706.1%
-407.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | +8.8% | -3.5% | +12.2% | +10.0% |
| 3M | +4.6% | -19.4% | +24.0% | +12.0% |
| 6M | +1.1% | -21.4% | +22.4% | +8.3% |
| YTD | -2.0% | -7.1% | +5.2% | -3.1% |
| 1Y | +140.0% | +17.8% | +122.2% | +113.0% |
| 3Y | +144.4% | +78.8% | +65.6% | +79.4% |
| 5Y | -0.2% | +83.5% | -83.7% | -29.1% |
| 10Y | +9.1% | +160.2% | -151.1% | -36.0% |
| All | +298.2% | +706.1% | -407.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling