+4,266.9%
CHRW vs WWD
+8,241.5%
-3,974.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -3.5% | -7.2% | +3.7% | -1.7% |
| 3M | -19.4% | -3.8% | -15.6% | -18.8% |
| 6M | -21.4% | -9.9% | -11.5% | -19.7% |
| YTD | -7.1% | +14.8% | -22.0% | -11.1% |
| 1Y | +17.8% | +42.1% | -24.3% | +6.2% |
| 3Y | +78.8% | +170.8% | -92.0% | +33.4% |
| 5Y | +83.5% | +197.5% | -114.0% | +31.0% |
| 10Y | +160.2% | +477.8% | -317.6% | +43.8% |
| All | +4,266.9% | +8,241.5% | -3,974.6% | +974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling