+178.3%
CHRW vs GWRE
+131.0%
+47.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.5% | -13.2% | +16.7% | +5.6% |
| 30D | +4.6% | -18.6% | +23.2% | +7.1% |
| 3M | -19.7% | +18.9% | -38.6% | -22.7% |
| 6M | -12.4% | -11.0% | -1.5% | -12.6% |
| YTD | -3.9% | -29.9% | +26.0% | -0.7% |
| 1Y | +18.4% | -44.3% | +62.7% | +27.1% |
| 3Y | +88.8% | +51.7% | +37.2% | +61.5% |
| 5Y | +93.5% | +15.4% | +78.1% | +70.8% |
| All | +178.3% | +131.0% | +47.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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