+200.5%
CHRW vs WING
+405.9%
-205.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.4% | -3.9% | +2.4% | -1.0% |
| 30D | -3.5% | -11.6% | +8.1% | -2.3% |
| 3M | -19.4% | -24.2% | +4.8% | -17.2% |
| 6M | -21.4% | -54.1% | +32.7% | -15.0% |
| YTD | -7.1% | -53.9% | +46.8% | +0.1% |
| 1Y | +17.8% | -64.4% | +82.2% | +30.0% |
| 3Y | +78.8% | -30.2% | +109.0% | +74.4% |
| 5Y | +83.5% | -34.1% | +117.6% | +74.8% |
| 10Y | +160.2% | +342.1% | -181.9% | +86.1% |
| All | +200.5% | +405.9% | -205.3% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling