+83.3%
CHRW vs WING
-28.1%
+111.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -1.4% | -3.9% | +2.4% | -1.2% |
| 30D | -3.5% | -11.6% | +8.1% | -2.8% |
| 3M | -19.4% | -24.2% | +4.8% | -18.1% |
| 6M | -21.4% | -54.1% | +32.7% | -18.2% |
| YTD | -7.1% | -53.9% | +46.8% | -3.2% |
| 1Y | +17.8% | -64.4% | +82.2% | +24.0% |
| All | +83.3% | -28.1% | +111.4% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling