-0.7%
CHRW vs WOLF
+45.1%
-45.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +2.9% |
| 7D | +0.2% | +25.3% | -25.1% | +0.2% |
| 30D | -9.4% | -14.7% | +5.3% | -9.4% |
| 3M | -13.3% | -20.5% | +7.3% | -13.3% |
| 6M | -24.2% | -43.9% | +19.8% | -23.7% |
| YTD | -18.9% | +50.0% | -68.9% | -19.8% |
| 1Y | -12.4% | +45.5% | -57.9% | -13.4% |
| All | -0.7% | +45.1% | -45.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling