+88.6%
CHRW vs TW
+22.4%
+66.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.0% |
| 7D | +1.9% | -3.5% | +5.4% | +2.3% |
| 30D | +0.9% | +0.5% | +0.4% | +0.9% |
| 3M | -19.9% | +4.9% | -24.8% | -20.0% |
| 6M | -15.8% | -17.1% | +1.3% | -14.2% |
| YTD | -5.6% | -3.9% | -1.7% | -5.1% |
| 1Y | +21.0% | -13.3% | +34.3% | +22.9% |
| 3Y | +86.0% | +20.9% | +65.1% | +74.5% |
| 5Y | +88.6% | +20.5% | +68.1% | +68.5% |
| All | +88.6% | +22.4% | +66.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling