+59.3%
CHRW vs WST
-0.5%
+59.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +4.7% | +4.9% | -0.1% | +4.1% |
| 30D | -2.6% | +10.7% | -13.3% | -3.8% |
| 3M | -8.0% | +16.8% | -24.8% | -9.9% |
| 6M | -19.0% | +32.0% | -51.0% | -21.8% |
| YTD | -15.5% | +49.9% | -65.4% | -19.8% |
| 1Y | -10.8% | +50.6% | -61.5% | -15.4% |
| 3Y | +79.8% | +21.4% | +58.4% | +68.3% |
| 5Y | +59.3% | -0.6% | +59.8% | +44.3% |
| All | +59.3% | -0.5% | +59.8% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling