+144.9%
CHRW vs SW
+189.7%
-44.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.8% | 0.0% |
| 7D | +4.9% | +12.1% | -7.2% | +4.1% |
| 30D | -4.8% | +6.6% | -11.4% | -5.2% |
| 3M | -13.1% | -6.0% | -7.1% | -12.9% |
| 6M | -16.3% | +21.5% | -37.8% | -17.6% |
| YTD | -15.8% | +20.3% | -36.1% | -17.1% |
| 1Y | -11.1% | +28.1% | -39.3% | -12.9% |
| 3Y | +75.3% | +51.6% | +23.7% | +69.0% |
| 5Y | +56.0% | -0.1% | +56.2% | +50.8% |
| 10Y | +144.9% | +189.7% | -44.8% | +124.6% |
| All | +144.9% | +189.7% | -44.8% | +124.6% |
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