+103.0%
CHRW vs TW
+209.8%
-106.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.4% | -2.7% | +7.1% | +4.7% |
| 30D | +5.5% | -1.7% | +7.2% | +5.7% |
| 3M | -17.3% | +1.6% | -18.9% | -17.3% |
| 6M | -12.7% | -17.7% | +5.0% | -10.5% |
| YTD | -4.1% | -4.3% | +0.2% | -3.7% |
| 1Y | +21.2% | -13.1% | +34.3% | +23.2% |
| 3Y | +88.9% | +20.3% | +68.6% | +78.4% |
| 5Y | +93.1% | +22.0% | +71.1% | +78.5% |
| All | +103.0% | +209.8% | -106.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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