+4,266.9%
CHRW vs WEC
+2,058.7%
+2,208.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -3.5% | -1.3% | -2.2% | -3.0% |
| 3M | -19.4% | -3.9% | -15.5% | -18.4% |
| 6M | -21.4% | -8.3% | -13.1% | -19.2% |
| YTD | -7.1% | +3.1% | -10.2% | -8.5% |
| 1Y | +17.8% | +1.9% | +15.9% | +16.3% |
| 3Y | +78.8% | +41.9% | +36.9% | +55.5% |
| 5Y | +83.5% | +30.8% | +52.7% | +62.6% |
| 10Y | +160.2% | +141.9% | +18.3% | +72.4% |
| All | +4,266.9% | +2,058.7% | +2,208.2% | +1,198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling