+172.7%
WMT vs CHRW
+62.5%
+110.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.2% | +4.7% | -5.9% | -1.6% |
| 30D | +12.4% | -2.6% | +15.0% | +12.5% |
| 3M | +9.0% | -8.0% | +17.0% | +9.5% |
| 6M | -3.0% | -19.0% | +16.0% | -1.8% |
| YTD | +14.0% | -15.5% | +29.5% | +13.9% |
| 1Y | +23.0% | -10.8% | +33.8% | +22.0% |
| 3Y | +135.1% | +79.8% | +55.3% | +107.9% |
| 5Y | +172.7% | +59.3% | +113.5% | +136.3% |
| All | +172.7% | +62.5% | +110.3% | +136.3% |
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