+328.7%
WM vs CHRW
+131.6%
+197.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +13.3% | -9.4% | +22.7% | +15.0% |
| 3M | +4.4% | -13.3% | +17.6% | +6.4% |
| 6M | +10.8% | -24.2% | +35.0% | +14.8% |
| YTD | +9.1% | -18.9% | +27.9% | +10.7% |
| 1Y | +19.1% | -12.4% | +31.5% | +19.1% |
| 3Y | +45.7% | +72.2% | -26.6% | +22.5% |
| 5Y | +60.4% | +53.4% | +7.1% | +35.3% |
| 10Y | +328.7% | +127.0% | +201.8% | +211.8% |
| All | +328.7% | +131.6% | +197.1% | +211.8% |
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