+81.2%
CHRW vs WST
+23.3%
+57.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | +1.1% | -1.1% | -0.1% |
| 30D | -4.3% | +12.4% | -16.7% | -5.3% |
| 3M | -7.4% | +17.6% | -25.0% | -8.8% |
| 6M | -20.7% | +28.3% | -49.0% | -22.4% |
| YTD | -15.9% | +50.5% | -66.4% | -18.9% |
| 1Y | -9.9% | +49.4% | -59.3% | -13.1% |
| All | +81.2% | +23.3% | +57.9% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling