+57.5%
CHRW vs GWW
+218.6%
-161.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +7.3% | +3.6% | +3.7% | +6.0% |
| 30D | -3.6% | +12.1% | -15.7% | -7.5% |
| 3M | -9.6% | +12.9% | -22.5% | -13.5% |
| 6M | -17.0% | +19.3% | -36.3% | -22.7% |
| YTD | -15.4% | +48.7% | -64.1% | -27.1% |
| 1Y | -10.0% | +60.5% | -70.5% | -24.5% |
| 3Y | +82.2% | +93.3% | -11.1% | +40.1% |
| All | +57.5% | +218.6% | -161.2% | -2.6% |
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 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