+86.0%
CHRW vs WY
-23.0%
+108.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +4.1% | -1.7% | +5.8% | +4.6% |
| 30D | +1.9% | -9.9% | +11.7% | +5.4% |
| 3M | -21.2% | -7.5% | -13.6% | -19.2% |
| 6M | -16.7% | -5.1% | -11.5% | -15.4% |
| YTD | -5.4% | -2.1% | -3.3% | -5.3% |
| 1Y | +21.2% | -7.3% | +28.5% | +23.3% |
| All | +86.0% | -23.0% | +108.9% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling