+178.3%
CHRW vs FWONK
+340.2%
-161.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +4.6% | -7.7% | +12.3% | +5.7% |
| 3M | -19.7% | +5.7% | -25.4% | -20.4% |
| 6M | -12.4% | +13.5% | -25.9% | -14.1% |
| YTD | -3.9% | -3.0% | -0.9% | -3.8% |
| 1Y | +18.4% | -6.4% | +24.8% | +19.1% |
| 3Y | +88.8% | +43.8% | +45.0% | +77.4% |
| 5Y | +93.5% | +98.6% | -5.0% | +72.8% |
| All | +178.3% | +340.2% | -161.9% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling