+985.2%
WM vs CHRW
+3,613.5%
-2,628.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | +16.1% | -5.0% | +21.1% | +17.1% |
| 3M | +8.0% | -16.1% | +24.1% | +11.5% |
| 6M | +8.4% | -22.6% | +31.0% | +13.0% |
| YTD | +11.2% | -19.3% | +30.5% | +13.8% |
| 1Y | +22.3% | -14.9% | +37.3% | +23.5% |
| 3Y | +50.2% | +68.0% | -17.8% | +25.7% |
| 5Y | +63.3% | +53.2% | +10.1% | +36.9% |
| 10Y | +355.0% | +134.8% | +220.2% | +235.5% |
| All | +985.2% | +3,613.5% | -2,628.4% | +348.5% |
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