+180.3%
WMB vs CHRW
+49.0%
+131.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -13.8% | +0.6% | -14.4% | -13.9% |
| 30D | -10.3% | -7.3% | -3.0% | -9.7% |
| 3M | -10.1% | -14.2% | +4.1% | -8.7% |
| 6M | -11.8% | -25.1% | +13.2% | -9.4% |
| YTD | +8.9% | -21.2% | +30.1% | +10.1% |
| 1Y | +14.0% | -14.2% | +28.1% | +13.5% |
| 3Y | +100.5% | +63.5% | +37.0% | +72.5% |
| All | +180.3% | +49.0% | +131.3% | +147.7% |
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