+129.9%
CHRW vs WCN
+322.1%
-192.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +7.3% | +2.6% | +4.7% | +6.2% |
| 30D | -3.6% | +23.9% | -27.5% | -11.5% |
| 3M | -9.6% | +17.4% | -27.0% | -15.3% |
| 6M | -17.0% | +28.0% | -45.0% | -25.0% |
| YTD | -15.4% | +11.6% | -27.0% | -19.3% |
| 1Y | -10.0% | +16.9% | -26.9% | -15.7% |
| 3Y | +82.2% | +51.6% | +30.6% | +49.1% |
| 5Y | +59.4% | +48.0% | +11.4% | +30.1% |
| All | +129.9% | +322.1% | -192.1% | +26.8% |
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