+48.6%
CHRW vs WCC
+117.0%
-68.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | +0.6% | -14.7% | +15.3% | +3.0% |
| 30D | -7.3% | -20.1% | +12.8% | -4.3% |
| 3M | -14.2% | -21.2% | +7.0% | -11.4% |
| 6M | -25.1% | -19.2% | -5.9% | -23.4% |
| YTD | -21.2% | +20.2% | -41.4% | -25.7% |
| 1Y | -14.2% | +14.5% | -28.6% | -18.4% |
| 3Y | +63.5% | +115.1% | -51.6% | +33.7% |
| All | +48.6% | +117.0% | -68.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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