+86.8%
CHRW vs SW
-2.3%
+89.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -1.4% | -5.1% | +3.7% | -1.1% |
| 30D | -3.5% | -4.6% | +1.1% | -3.2% |
| 3M | -19.4% | +9.4% | -28.8% | -20.1% |
| 6M | -21.4% | +3.5% | -24.9% | -21.9% |
| YTD | -7.1% | +22.0% | -29.2% | -8.8% |
| 1Y | +17.8% | +2.2% | +15.6% | +16.9% |
| 3Y | +78.8% | +19.6% | +59.2% | +74.3% |
| All | +86.8% | -2.3% | +89.2% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling