+131.4%
WMT vs CHRW
+94.0%
+37.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.5% | +4.4% | -6.8% | -2.9% |
| 30D | -6.4% | +5.5% | -11.9% | -6.9% |
| 3M | -12.1% | -17.3% | +5.1% | -10.9% |
| 6M | -15.0% | -12.7% | -2.3% | -14.4% |
| YTD | -4.5% | -4.1% | -0.4% | -5.4% |
| 1Y | +6.2% | +21.2% | -15.0% | +1.8% |
| 3Y | +99.9% | +88.9% | +11.0% | +77.3% |
| 5Y | +131.4% | +93.1% | +38.4% | +98.3% |
| All | +131.4% | +94.0% | +37.5% | +98.3% |
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