+3,607.0%
CHRW vs WEC
+2,261.1%
+1,345.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.6% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -7.3% | +12.3% | -19.6% | -11.0% |
| 3M | -14.2% | +8.3% | -22.4% | -16.6% |
| 6M | -25.1% | +3.5% | -28.5% | -26.2% |
| YTD | -21.2% | +12.7% | -33.9% | -24.8% |
| 1Y | -14.2% | +8.2% | -22.3% | -17.0% |
| 3Y | +63.5% | +55.9% | +7.6% | +37.8% |
| 5Y | +49.6% | +51.2% | -1.6% | +25.9% |
| 10Y | +129.4% | +177.6% | -48.2% | +44.4% |
| All | +3,607.0% | +2,261.1% | +1,345.9% | +967.4% |
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