+362.8%
CHRW vs WU
-19.5%
+382.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -3.4% | +11.0% | -14.4% | -6.9% |
| 30D | -9.4% | +13.4% | -22.8% | -13.4% |
| 3M | -12.6% | +2.2% | -14.9% | -13.8% |
| 6M | -24.2% | -18.2% | -6.0% | -20.0% |
| YTD | -18.9% | -18.3% | -0.6% | -14.9% |
| 1Y | -13.7% | -12.2% | -1.5% | -11.7% |
| 3Y | +72.6% | -20.8% | +93.4% | +78.5% |
| 5Y | +55.6% | -42.6% | +98.1% | +75.8% |
| 10Y | +122.7% | -35.5% | +158.2% | +131.4% |
| All | +362.8% | -19.5% | +382.4% | +267.6% |
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