+21.2%
CHRW vs WCN
-9.4%
+30.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +4.4% | -4.4% | +8.8% | +6.4% |
| 30D | +5.5% | -4.4% | +9.9% | +7.5% |
| 3M | -17.3% | +0.5% | -17.7% | -17.0% |
| 6M | -12.7% | -3.3% | -9.4% | -10.1% |
| YTD | -4.1% | -8.5% | +4.4% | +3.1% |
| 1Y | +21.2% | -8.9% | +30.2% | +28.9% |
| All | +21.2% | -9.4% | +30.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling