+63.3%
WM vs CHRW
+48.6%
+14.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.5% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | +16.1% | -5.0% | +21.1% | +16.5% |
| 3M | +8.0% | -16.1% | +24.1% | +9.4% |
| 6M | +8.4% | -22.6% | +31.0% | +10.1% |
| YTD | +11.2% | -19.3% | +30.5% | +12.2% |
| 1Y | +22.3% | -14.9% | +37.3% | +22.8% |
| 3Y | +50.2% | +68.0% | -17.8% | +38.3% |
| 5Y | +63.3% | +53.2% | +10.1% | +52.2% |
| All | +63.3% | +48.6% | +14.7% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling