+127.0%
CHRW vs WEC
+178.6%
-51.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -9.4% | +12.9% | -22.3% | -12.1% |
| 3M | -13.3% | +9.8% | -23.1% | -15.3% |
| 6M | -24.2% | +6.7% | -30.9% | -25.5% |
| YTD | -18.9% | +14.0% | -32.8% | -21.7% |
| 1Y | -12.4% | +7.3% | -19.7% | -14.2% |
| 3Y | +72.2% | +63.8% | +8.4% | +50.7% |
| 5Y | +53.4% | +54.8% | -1.4% | +35.7% |
| 10Y | +127.0% | +185.7% | -58.8% | +88.9% |
| All | +127.0% | +178.6% | -51.7% | +88.9% |
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