+55.6%
CHRW vs WWD
+188.4%
-132.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -9.4% | -0.4% | -8.9% | -9.4% |
| 3M | -12.6% | -6.1% | -6.6% | -11.7% |
| 6M | -24.2% | -9.5% | -14.6% | -22.9% |
| YTD | -18.9% | +10.8% | -29.7% | -21.2% |
| 1Y | -13.7% | +23.5% | -37.2% | -18.2% |
| 3Y | +72.6% | +151.3% | -78.7% | +34.2% |
| 5Y | +55.6% | +187.8% | -132.3% | +9.8% |
| All | +55.6% | +188.4% | -132.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling