+210.0%
CHRW vs NWSA
+99.8%
+110.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -9.7% | +6.3% | -0.8% |
| 30D | -9.4% | -8.6% | -0.7% | -7.2% |
| 3M | -12.6% | -6.3% | -6.4% | -11.3% |
| 6M | -24.2% | -1.2% | -23.0% | -24.3% |
| YTD | -18.9% | +2.6% | -21.5% | -20.0% |
| 1Y | -13.7% | 0.0% | -13.7% | -14.4% |
| 3Y | +72.6% | +30.1% | +42.5% | +58.9% |
| 5Y | +55.6% | +18.3% | +37.2% | +43.3% |
| 10Y | +122.7% | +149.3% | -26.6% | +63.5% |
| All | +210.0% | +99.8% | +110.2% | +136.7% |
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 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