+92.0%
CHRW vs FWONK
+97.7%
-5.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | -19.7% | +5.7% | -25.4% | -20.5% |
| 6M | -12.4% | +13.5% | -25.9% | -14.3% |
| YTD | -3.9% | -3.0% | -0.9% | -3.7% |
| 1Y | +18.4% | -6.4% | +24.8% | +19.1% |
| 3Y | +88.8% | +43.8% | +45.0% | +75.2% |
| All | +92.0% | +97.7% | -5.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling