+128.5%
CHRW vs NWSA
+153.1%
-24.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -0.1% | -12.2% | +12.1% | +3.7% |
| 30D | -4.3% | -8.7% | +4.4% | -1.8% |
| 3M | -7.4% | -6.0% | -1.4% | -5.9% |
| 6M | -20.7% | -0.3% | -20.4% | -21.1% |
| YTD | -15.9% | +3.5% | -19.4% | -17.4% |
| 1Y | -9.9% | +0.8% | -10.6% | -10.9% |
| 3Y | +79.0% | +31.1% | +47.8% | +63.1% |
| 5Y | +61.3% | +18.8% | +42.5% | +47.2% |
| 10Y | +128.5% | +147.9% | -19.3% | +61.5% |
| All | +128.5% | +153.1% | -24.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling