+21.0%
CHRW vs WEC
+3.0%
+18.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | +0.9% | +0.3% | +0.6% | +1.0% |
| 3M | -19.9% | -2.9% | -16.9% | -19.9% |
| 6M | -15.8% | -5.9% | -9.9% | -16.0% |
| YTD | -5.6% | +4.1% | -9.7% | -2.5% |
| 1Y | +21.0% | +3.1% | +17.9% | +22.0% |
| All | +21.0% | +3.0% | +18.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling