+1,688.2%
CHRW vs IWD
+728.9%
+959.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.0% |
| 7D | +0.6% | -0.5% | +1.0% | +1.0% |
| 30D | -7.3% | +2.7% | -9.9% | -9.2% |
| 3M | -14.2% | +0.9% | -15.1% | -14.8% |
| 6M | -25.1% | +10.5% | -35.6% | -31.1% |
| YTD | -21.2% | +23.7% | -44.9% | -33.5% |
| 1Y | -14.2% | +28.7% | -42.9% | -29.9% |
| 3Y | +63.5% | +79.7% | -16.2% | +1.8% |
| 5Y | +49.6% | +69.7% | -20.1% | -2.8% |
| 10Y | +129.4% | +211.4% | -82.0% | -12.8% |
| All | +1,688.2% | +728.9% | +959.3% | +209.3% |
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