+2,773.3%
CHRW vs WCC
+1,713.7%
+1,059.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.3% |
| 7D | -1.4% | +4.5% | -5.9% | -2.3% |
| 30D | -3.5% | -5.8% | +2.3% | -2.5% |
| 3M | -19.4% | -3.7% | -15.7% | -19.6% |
| 6M | -21.4% | +23.1% | -44.4% | -25.9% |
| YTD | -7.1% | +44.2% | -51.3% | -15.2% |
| 1Y | +17.8% | +62.1% | -44.3% | +5.0% |
| 3Y | +78.8% | +121.1% | -42.3% | +43.6% |
| 5Y | +83.5% | +214.0% | -130.4% | +32.3% |
| 10Y | +160.2% | +472.8% | -312.6% | +52.0% |
| All | +2,773.3% | +1,713.7% | +1,059.5% | +1,031.3% |
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