+272.6%
CHRW vs SW
+755.0%
-482.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.6% |
| 7D | -1.8% | -5.1% | +3.3% | -1.7% |
| 30D | -3.9% | -4.6% | +0.7% | -3.7% |
| 3M | -19.7% | +9.4% | -29.1% | -20.1% |
| 6M | -21.7% | +3.5% | -25.2% | -22.0% |
| YTD | -7.5% | +22.0% | -29.6% | -8.4% |
| 1Y | +17.3% | +2.2% | +15.1% | +16.8% |
| 3Y | +78.8% | +19.6% | +59.2% | +76.4% |
| 5Y | +83.5% | -2.3% | +85.9% | +80.3% |
| 10Y | +160.2% | +181.4% | -21.1% | +149.1% |
| All | +272.6% | +755.0% | -482.4% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling