+880.6%
WM vs CHRW
+4,173.0%
-3,292.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | -2.4% | -3.5% | +1.1% | -1.8% |
| 3M | +0.4% | -19.4% | +19.8% | +4.4% |
| 6M | -9.5% | -21.4% | +11.9% | -5.8% |
| YTD | +0.5% | -7.1% | +7.6% | +0.2% |
| 1Y | -1.1% | +17.8% | -18.9% | -7.1% |
| 3Y | +46.0% | +78.8% | -32.7% | +21.2% |
| 5Y | +51.8% | +83.5% | -31.7% | +22.8% |
| 10Y | +307.5% | +160.2% | +147.3% | +195.3% |
| All | +880.6% | +4,173.0% | -3,292.3% | +295.0% |
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