+86.0%
CHRW vs WCN
+19.6%
+66.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | +0.9% | -2.1% | +3.1% | +1.5% |
| 3M | -19.9% | +6.4% | -26.2% | -21.0% |
| 6M | -15.8% | -3.7% | -12.1% | -14.7% |
| YTD | -5.6% | -6.4% | +0.8% | -3.6% |
| 1Y | +21.0% | -7.9% | +29.0% | +23.5% |
| 3Y | +86.0% | +20.8% | +65.2% | +73.9% |
| All | +86.0% | +19.6% | +66.4% | +73.9% |
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 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