+72.6%
CHRW vs WCN
+48.9%
+23.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.4% | +2.6% | -6.0% | -4.0% |
| 30D | -9.4% | +25.3% | -34.7% | -14.4% |
| 3M | -12.6% | +15.2% | -27.9% | -15.8% |
| 6M | -24.2% | +26.4% | -50.6% | -28.4% |
| YTD | -18.9% | +9.9% | -28.8% | -20.5% |
| 1Y | -13.7% | +16.2% | -29.9% | -16.0% |
| 3Y | +72.6% | +49.4% | +23.2% | +50.6% |
| All | +72.6% | +48.9% | +23.7% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling