+174.1%
CHRW vs WCN
+239.1%
-65.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +4.1% | -1.7% | +5.8% | +4.7% |
| 30D | +1.9% | -3.0% | +4.9% | +3.1% |
| 3M | -21.2% | +2.5% | -23.7% | -22.0% |
| 6M | -16.7% | -5.7% | -11.0% | -15.0% |
| YTD | -5.4% | -7.4% | +2.1% | -2.6% |
| 1Y | +21.2% | -8.6% | +29.8% | +25.2% |
| 3Y | +86.5% | +19.4% | +67.1% | +68.6% |
| 5Y | +93.0% | +27.2% | +65.8% | +67.3% |
| All | +174.1% | +239.1% | -65.0% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling