+3,875.0%
CHRW vs WST
+7,142.8%
-3,267.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +4.7% | +4.9% | -0.1% | +3.4% |
| 30D | -2.6% | +10.7% | -13.3% | -5.3% |
| 3M | -8.0% | +16.8% | -24.8% | -12.1% |
| 6M | -19.0% | +32.0% | -51.0% | -25.2% |
| YTD | -15.5% | +49.9% | -65.4% | -25.0% |
| 1Y | -10.8% | +50.6% | -61.5% | -21.0% |
| 3Y | +79.8% | +21.4% | +58.4% | +55.7% |
| 5Y | +59.3% | -0.6% | +59.8% | +41.5% |
| 10Y | +129.6% | +449.4% | -319.8% | +6.3% |
| All | +3,875.0% | +7,142.8% | -3,267.8% | +596.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling