+155.1%
CHRW vs WING
+656.3%
-501.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | +0.6% | +9.0% | -8.5% | -0.3% |
| 30D | -7.3% | +39.9% | -47.2% | -10.8% |
| 3M | -14.2% | +40.4% | -54.6% | -17.8% |
| 6M | -25.1% | +12.9% | -38.0% | -26.8% |
| YTD | -21.2% | -31.1% | +9.9% | -19.0% |
| 1Y | -14.2% | -32.7% | +18.5% | -11.7% |
| 3Y | +63.5% | -19.8% | +83.3% | +58.0% |
| 5Y | +49.6% | +4.0% | +45.6% | +35.2% |
| 10Y | +129.4% | +684.4% | -555.1% | +52.3% |
| All | +155.1% | +656.3% | -501.2% | +68.7% |
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