+1,557.2%
CHRW vs WTW
+1,094.8%
+462.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.3% |
| 7D | +4.1% | -7.1% | +11.2% | +6.4% |
| 30D | +1.9% | -8.5% | +10.4% | +4.6% |
| 3M | -21.2% | +20.6% | -41.7% | -26.6% |
| 6M | -16.7% | +7.2% | -23.9% | -19.7% |
| YTD | -5.4% | -3.9% | -1.5% | -6.0% |
| 1Y | +21.2% | -3.6% | +24.8% | +20.1% |
| 3Y | +86.5% | +60.7% | +25.8% | +54.6% |
| 5Y | +93.0% | +42.2% | +50.9% | +64.8% |
| 10Y | +174.5% | +195.5% | -21.0% | +76.3% |
| All | +1,557.2% | +1,094.8% | +462.4% | +699.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling