+128.9%
CHRW vs SW
+185.4%
-56.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | +0.7% | +4.7% | -4.0% | +0.4% |
| 30D | -5.0% | +5.0% | -10.0% | -5.3% |
| 3M | -16.1% | -7.3% | -8.8% | -15.8% |
| 6M | -22.6% | +15.0% | -37.6% | -23.5% |
| YTD | -19.3% | +18.5% | -37.8% | -20.5% |
| 1Y | -14.9% | +27.1% | -42.1% | -16.5% |
| 3Y | +68.0% | +49.3% | +18.7% | +62.1% |
| 5Y | +53.2% | -1.6% | +54.8% | +48.2% |
| All | +128.9% | +185.4% | -56.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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