+169.3%
CHRW vs WEC
+143.0%
+26.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +0.9% | +0.3% | +0.6% | +0.9% |
| 3M | -19.9% | -2.9% | -16.9% | -19.3% |
| 6M | -15.8% | -5.9% | -9.9% | -14.7% |
| YTD | -5.6% | +4.1% | -9.7% | -6.8% |
| 1Y | +21.0% | +3.1% | +17.9% | +19.6% |
| 3Y | +86.0% | +40.8% | +45.3% | +69.2% |
| 5Y | +88.6% | +31.7% | +56.9% | +73.6% |
| 10Y | +169.3% | +141.1% | +28.2% | +132.8% |
| All | +169.3% | +143.0% | +26.3% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling