+3,855.4%
CHRW vs WCN
+8,080.5%
-4,225.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +7.3% | +2.6% | +4.7% | +6.6% |
| 30D | -3.6% | +23.9% | -27.5% | -9.1% |
| 3M | -9.6% | +17.4% | -27.0% | -13.6% |
| 6M | -17.0% | +28.0% | -45.0% | -22.6% |
| YTD | -15.4% | +11.6% | -27.0% | -18.2% |
| 1Y | -10.0% | +16.9% | -26.9% | -14.0% |
| 3Y | +82.2% | +51.6% | +30.6% | +60.8% |
| 5Y | +59.4% | +48.0% | +11.4% | +40.8% |
| 10Y | +129.7% | +322.6% | -192.8% | +54.0% |
| All | +3,855.4% | +8,080.5% | -4,225.1% | +1,442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling