+178.3%
CHRW vs WTW
+198.0%
-19.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +3.5% | -5.7% | +9.2% | +5.0% |
| 30D | +4.6% | -7.3% | +11.8% | +6.5% |
| 3M | -19.7% | +21.5% | -41.2% | -24.8% |
| 6M | -12.4% | +9.6% | -22.0% | -15.7% |
| YTD | -3.9% | -3.3% | -0.6% | -4.4% |
| 1Y | +18.4% | -6.1% | +24.5% | +18.7% |
| 3Y | +88.8% | +61.8% | +27.0% | +59.2% |
| 5Y | +93.5% | +42.7% | +50.9% | +67.6% |
| All | +178.3% | +198.0% | -19.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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