+3,607.0%
CHRW vs WST
+6,936.0%
-3,329.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.8% |
| 7D | +0.6% | -3.1% | +3.7% | +1.4% |
| 30D | -7.3% | +9.1% | -16.4% | -9.5% |
| 3M | -14.2% | +14.7% | -28.9% | -17.6% |
| 6M | -25.1% | +28.0% | -53.1% | -30.2% |
| YTD | -21.2% | +45.6% | -66.8% | -29.5% |
| 1Y | -14.2% | +45.7% | -59.8% | -23.3% |
| 3Y | +63.5% | +21.1% | +42.4% | +41.4% |
| 5Y | +49.6% | +0.3% | +49.3% | +32.3% |
| 10Y | +129.4% | +449.0% | -319.7% | +5.9% |
| All | +3,607.0% | +6,936.0% | -3,329.0% | +554.7% |
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