+88.6%
CHRW vs GWW
+222.6%
-134.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.6% |
| 7D | +1.9% | -1.5% | +3.5% | +2.5% |
| 30D | +0.9% | +1.1% | -0.2% | +0.5% |
| 3M | -19.9% | -1.0% | -18.9% | -20.0% |
| 6M | -15.8% | +16.3% | -32.1% | -21.0% |
| YTD | -5.6% | +28.5% | -34.1% | -14.0% |
| 1Y | +21.0% | +30.3% | -9.2% | +9.6% |
| 3Y | +86.0% | +91.6% | -5.6% | +43.6% |
| 5Y | +88.6% | +224.0% | -135.3% | +22.5% |
| All | +88.6% | +222.6% | -134.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling