+129.9%
CHRW vs WY
+5.0%
+124.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | -3.6% | +10.1% | -13.7% | -6.3% |
| 3M | -9.6% | -15.4% | +5.8% | -5.6% |
| 6M | -17.0% | -8.3% | -8.7% | -15.4% |
| YTD | -15.4% | -9.8% | -5.6% | -13.6% |
| 1Y | -10.0% | -3.9% | -6.1% | -9.8% |
| 3Y | +82.2% | -23.3% | +105.5% | +92.5% |
| 5Y | +59.4% | -31.2% | +90.6% | +71.7% |
| All | +129.9% | +5.0% | +124.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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