+178.3%
CHRW vs GWW
+570.2%
-391.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +3.5% | -3.4% | +6.8% | +4.6% |
| 30D | +4.6% | -1.9% | +6.5% | +5.2% |
| 3M | -19.7% | -2.4% | -17.3% | -19.4% |
| 6M | -12.4% | +15.7% | -28.1% | -17.1% |
| YTD | -3.9% | +27.6% | -31.5% | -11.5% |
| 1Y | +18.4% | +27.2% | -8.8% | +9.0% |
| 3Y | +88.8% | +89.7% | -0.8% | +50.7% |
| 5Y | +93.5% | +223.9% | -130.4% | +29.1% |
| All | +178.3% | +570.2% | -391.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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