+17.3%
CHRW vs BBWI
-34.3%
+51.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | -1.8% | +1.5% | -3.3% | -1.9% |
| 30D | -3.9% | -5.2% | +1.3% | -3.8% |
| 3M | -19.7% | +11.1% | -30.9% | -20.7% |
| 6M | -21.7% | -13.4% | -8.3% | -21.4% |
| YTD | -7.5% | +0.1% | -7.6% | -7.2% |
| 1Y | +17.3% | -36.1% | +53.4% | +12.5% |
| All | +17.3% | -34.3% | +51.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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