+129.9%
CHRW vs NWSA
+148.1%
-18.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.7% |
| 7D | +7.3% | +2.2% | +5.1% | +6.6% |
| 30D | -3.6% | -8.8% | +5.2% | -1.1% |
| 3M | -9.6% | -6.5% | -3.1% | -8.0% |
| 6M | -17.0% | +1.5% | -18.5% | -17.9% |
| YTD | -15.4% | +4.0% | -19.5% | -17.1% |
| 1Y | -10.0% | +3.4% | -13.4% | -11.7% |
| 3Y | +82.2% | +34.8% | +47.3% | +64.7% |
| 5Y | +59.4% | +18.4% | +41.0% | +45.5% |
| All | +129.9% | +148.1% | -18.2% | +62.3% |
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