+4,243.2%
CHRW vs WCN
+6,839.3%
-2,596.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -3.5% | +0.4% | -3.9% | -3.6% |
| 3M | -19.4% | +7.3% | -26.7% | -21.0% |
| 6M | -21.4% | -2.5% | -18.9% | -21.1% |
| YTD | -7.1% | -5.4% | -1.8% | -5.9% |
| 1Y | +17.8% | -8.5% | +26.3% | +20.4% |
| 3Y | +78.8% | +20.8% | +58.0% | +68.0% |
| 5Y | +83.5% | +30.0% | +53.5% | +68.2% |
| 10Y | +160.2% | +238.4% | -78.2% | +85.2% |
| All | +4,243.2% | +6,839.3% | -2,596.1% | +1,673.9% |
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 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