+330.8%
WM vs CHRW
+128.5%
+202.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +1.2% | +4.7% | -3.6% | +0.4% |
| 30D | +15.2% | -2.6% | +17.8% | +15.6% |
| 3M | +8.3% | -8.0% | +16.3% | +9.4% |
| 6M | +13.1% | -19.0% | +32.1% | +15.9% |
| YTD | +12.5% | -15.5% | +28.0% | +13.4% |
| 1Y | +21.8% | -10.8% | +32.6% | +21.4% |
| 3Y | +48.8% | +79.8% | -31.0% | +24.2% |
| 5Y | +62.1% | +59.3% | +2.8% | +35.9% |
| All | +330.8% | +128.5% | +202.3% | +213.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling