+123.6%
CHRW vs WST
+441.1%
-317.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.1% |
| 30D | -7.3% | +9.1% | -16.4% | -8.6% |
| 3M | -14.2% | +14.7% | -28.9% | -16.2% |
| 6M | -25.1% | +28.0% | -53.1% | -28.2% |
| YTD | -21.2% | +45.6% | -66.8% | -26.2% |
| 1Y | -14.2% | +45.7% | -59.8% | -19.7% |
| 3Y | +63.5% | +21.1% | +42.4% | +50.0% |
| 5Y | +49.6% | +0.3% | +49.3% | +39.2% |
| All | +123.6% | +441.1% | -317.5% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling