+93.1%
CHRW vs WTW
+42.3%
+50.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.4% | -7.8% | +12.1% | +6.1% |
| 30D | +5.5% | -7.9% | +13.4% | +7.2% |
| 3M | -17.3% | +19.9% | -37.2% | -21.9% |
| 6M | -12.7% | +9.8% | -22.5% | -15.6% |
| YTD | -4.1% | -3.3% | -0.8% | -4.3% |
| 1Y | +21.2% | -3.3% | +24.5% | +20.8% |
| 3Y | +88.9% | +61.5% | +27.4% | +60.3% |
| 5Y | +93.1% | +42.6% | +50.5% | +67.1% |
| All | +93.1% | +42.3% | +50.8% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling