+129.8%
CHRW vs NWSA
+141.7%
-11.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +4.7% | -0.8% | +5.5% | +5.0% |
| 30D | -2.6% | -11.3% | +8.7% | +0.8% |
| 3M | -8.0% | -8.1% | +0.1% | -5.9% |
| 6M | -19.0% | -0.7% | -18.3% | -19.4% |
| YTD | -15.5% | +1.3% | -16.8% | -16.5% |
| 1Y | -10.8% | -1.3% | -9.5% | -11.2% |
| 3Y | +79.8% | +28.4% | +51.4% | +64.9% |
| 5Y | +59.3% | +15.3% | +44.0% | +46.6% |
| All | +129.8% | +141.7% | -11.9% | +63.5% |
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