+174.5%
CHRW vs WU
-40.9%
+215.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +4.1% | -4.9% | +9.0% | +5.6% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | -21.2% | -3.6% | -17.6% | -20.9% |
| 6M | -16.7% | -24.3% | +7.7% | -10.2% |
| YTD | -5.4% | -21.1% | +15.7% | +0.4% |
| 1Y | +21.2% | -10.3% | +31.5% | +22.6% |
| 3Y | +86.5% | -28.4% | +114.8% | +98.9% |
| 5Y | +93.0% | -51.2% | +144.2% | +129.5% |
| 10Y | +174.5% | -39.6% | +214.1% | +189.0% |
| All | +174.5% | -40.9% | +215.4% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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