+177.7%
CHRW vs WWD
+490.2%
-312.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +4.4% | -2.9% | +7.2% | +5.0% |
| 30D | +5.5% | -6.6% | +12.1% | +7.0% |
| 3M | -17.3% | -9.3% | -7.9% | -15.7% |
| 6M | -12.7% | -13.6% | +1.0% | -10.3% |
| YTD | -4.1% | +10.4% | -14.5% | -6.7% |
| 1Y | +21.2% | +39.9% | -18.6% | +11.7% |
| 3Y | +88.9% | +165.0% | -76.1% | +48.0% |
| 5Y | +93.1% | +183.8% | -90.7% | +46.1% |
| All | +177.7% | +490.2% | -312.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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