+177.7%
CHRW vs WCN
+235.2%
-57.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +4.4% | -4.4% | +8.8% | +6.2% |
| 30D | +5.5% | -4.4% | +9.9% | +7.3% |
| 3M | -17.3% | +0.5% | -17.7% | -17.5% |
| 6M | -12.7% | -3.3% | -9.4% | -11.9% |
| YTD | -4.1% | -8.5% | +4.4% | -0.9% |
| 1Y | +21.2% | -8.9% | +30.2% | +25.4% |
| 3Y | +88.9% | +18.0% | +70.9% | +71.5% |
| 5Y | +93.1% | +25.0% | +68.0% | +68.6% |
| All | +177.7% | +235.2% | -57.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling