+336.3%
WBD vs CHRW
+667.7%
-331.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -6.7% | +46.2% | +42.1% |
| 7D | +39.5% | -6.7% | +46.2% | +42.1% |
| 30D | +39.5% | -6.7% | +46.2% | +42.1% |
| 3M | +39.5% | -6.7% | +46.2% | +42.1% |
| 6M | +39.5% | -6.7% | +46.2% | +42.1% |
| YTD | +39.5% | -6.7% | +46.2% | +42.1% |
| 1Y | +63.0% | +5.4% | +57.5% | +56.4% |
| 3Y | +206.7% | +78.3% | +128.4% | +133.2% |
| 5Y | +18.4% | +80.2% | -61.9% | -12.3% |
| 10Y | +11.8% | +151.9% | -140.1% | -31.2% |
| All | +336.3% | +667.7% | -331.4% | +76.5% |
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 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