+34.6%
WMB vs CHRW
+18.6%
+16.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +3.3% | -3.5% | +6.7% | +3.3% |
| 3M | +3.1% | -19.4% | +22.5% | +3.7% |
| 6M | -0.7% | -21.4% | +20.7% | +0.2% |
| YTD | +25.2% | -7.1% | +32.3% | +24.5% |
| All | +34.6% | +18.6% | +16.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling