+1,808.5%
CHRW vs IWD
+749.4%
+1,059.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.5% |
| 30D | -4.3% | +3.6% | -7.9% | -6.9% |
| 3M | -7.4% | +2.7% | -10.1% | -9.4% |
| 6M | -20.7% | +13.2% | -33.9% | -28.4% |
| YTD | -15.9% | +26.8% | -42.6% | -30.4% |
| 1Y | -9.9% | +29.3% | -39.2% | -26.6% |
| 3Y | +79.0% | +85.1% | -6.2% | +8.8% |
| 5Y | +61.3% | +74.2% | -12.9% | +2.6% |
| 10Y | +128.5% | +204.6% | -76.1% | -11.4% |
| All | +1,808.5% | +749.4% | +1,059.1% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 all: compounded portfolio wealth divided by compounded IWD 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…
all analysis · Full analysis span regression · 6 months rolling