+1,028.5%
WMB vs CHRW
+4,173.0%
-3,144.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | +3.3% | -3.5% | +6.7% | +4.3% |
| 3M | +3.1% | -19.4% | +22.5% | +9.1% |
| 6M | -0.7% | -21.4% | +20.7% | +5.0% |
| YTD | +25.2% | -7.1% | +32.3% | +24.2% |
| 1Y | +32.9% | +17.8% | +15.0% | +20.6% |
| 3Y | +140.6% | +78.8% | +61.8% | +82.8% |
| 5Y | +273.5% | +83.5% | +189.9% | +173.8% |
| 10Y | +334.2% | +160.2% | +174.0% | +170.4% |
| All | +1,028.5% | +4,173.0% | -3,144.4% | +297.5% |
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