+86.8%
CHRW vs WU
-50.7%
+137.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -3.5% | -1.1% | -2.4% | -3.3% |
| 3M | -19.4% | -3.9% | -15.5% | -19.0% |
| 6M | -21.4% | -20.7% | -0.7% | -17.3% |
| YTD | -7.1% | -18.4% | +11.2% | -3.2% |
| 1Y | +17.8% | -8.1% | +25.9% | +18.4% |
| 3Y | +78.8% | -24.2% | +102.9% | +86.1% |
| All | +86.8% | -50.7% | +137.5% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling