+178.3%
CHRW vs NWSA
+149.4%
+29.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -2.8% | +6.3% | +4.3% |
| 30D | +4.6% | +3.0% | +1.6% | +3.6% |
| 3M | -19.7% | +12.3% | -32.0% | -22.6% |
| 6M | -12.4% | +21.9% | -34.3% | -17.7% |
| YTD | -3.9% | +13.6% | -17.5% | -8.0% |
| 1Y | +18.4% | +0.5% | +17.9% | +17.3% |
| 3Y | +88.8% | +43.8% | +45.1% | +67.9% |
| 5Y | +93.5% | +41.2% | +52.4% | +68.3% |
| All | +178.3% | +149.4% | +29.0% | +97.7% |
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