-13.7%
CHRW vs WING
-25.3%
+11.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +2.0% |
| 7D | +0.2% | +8.6% | -8.3% | -0.7% |
| 30D | -9.4% | +44.8% | -54.1% | -13.1% |
| 3M | -13.3% | +51.9% | -65.2% | -17.8% |
| 6M | -24.2% | +37.2% | -61.4% | -27.5% |
| YTD | -18.9% | -25.3% | +6.4% | -11.5% |
| All | -13.7% | -25.3% | +11.6% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling