+254.8%
CHRW vs NWSA
+127.4%
+127.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -3.5% | +4.6% | -8.0% | -4.8% |
| 3M | -19.4% | +13.2% | -32.6% | -22.3% |
| 6M | -21.4% | +27.0% | -48.4% | -26.7% |
| YTD | -7.1% | +16.8% | -24.0% | -11.5% |
| 1Y | +17.8% | +4.5% | +13.3% | +15.5% |
| 3Y | +78.8% | +46.2% | +32.6% | +59.4% |
| 5Y | +83.5% | +40.9% | +42.6% | +61.3% |
| 10Y | +160.2% | +145.1% | +15.1% | +89.7% |
| All | +254.8% | +127.4% | +127.4% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling