+2,410.3%
CHRW vs WCC
+1,536.7%
+873.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -9.9% | +6.5% | -1.6% |
| 30D | -9.4% | -13.4% | +4.0% | -7.2% |
| 3M | -12.6% | -13.5% | +0.8% | -10.8% |
| 6M | -24.2% | -10.6% | -13.5% | -23.9% |
| YTD | -18.9% | +30.1% | -48.9% | -24.9% |
| 1Y | -13.7% | +22.3% | -36.0% | -19.2% |
| 3Y | +72.6% | +130.3% | -57.7% | +36.8% |
| 5Y | +55.6% | +144.5% | -89.0% | +17.5% |
| 10Y | +122.7% | +431.8% | -309.1% | +31.5% |
| All | +2,410.3% | +1,536.7% | +873.6% | +902.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling