+18.4%
CHRW vs IWF
+7.1%
+11.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | +4.6% | -1.7% | +6.3% | +5.1% |
| 3M | -19.7% | +0.7% | -20.4% | -19.3% |
| 6M | -12.4% | +8.6% | -21.0% | -16.1% |
| YTD | -3.9% | +3.5% | -7.4% | -7.2% |
| 1Y | +18.4% | +7.0% | +11.4% | +11.0% |
| All | +18.4% | +7.1% | +11.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling