+382.2%
CHRW vs WU
-22.9%
+405.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +4.7% | -5.3% | +10.0% | +6.6% |
| 30D | -2.6% | +9.0% | -11.6% | -5.7% |
| 3M | -8.0% | -3.6% | -4.4% | -7.6% |
| 6M | -19.0% | -19.4% | +0.4% | -14.3% |
| YTD | -15.5% | -21.7% | +6.2% | -10.1% |
| 1Y | -10.8% | -16.1% | +5.3% | -7.5% |
| 3Y | +79.8% | -24.1% | +103.9% | +88.5% |
| 5Y | +59.3% | -44.1% | +103.4% | +81.4% |
| 10Y | +129.6% | -39.6% | +169.2% | +143.8% |
| All | +382.2% | -22.9% | +405.1% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling