+173.9%
CHRW vs WING
+354.6%
-180.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | +0.9% | -6.0% | +7.0% | +1.4% |
| 3M | -19.9% | -23.5% | +3.6% | -17.9% |
| 6M | -15.8% | -52.0% | +36.2% | -9.8% |
| YTD | -5.6% | -53.8% | +48.2% | +1.4% |
| 1Y | +21.0% | -63.8% | +84.8% | +32.8% |
| 3Y | +86.0% | -30.8% | +116.8% | +81.7% |
| 5Y | +88.6% | -34.3% | +122.9% | +79.5% |
| All | +173.9% | +354.6% | -180.7% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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