+81.2%
CHRW vs WY
-24.2%
+105.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | -5.1% | +5.0% | +1.6% |
| 30D | -4.3% | +9.0% | -13.3% | -7.1% |
| 3M | -7.4% | -16.7% | +9.3% | -2.0% |
| 6M | -20.7% | -10.3% | -10.4% | -18.2% |
| YTD | -15.9% | -10.5% | -5.4% | -13.6% |
| 1Y | -9.9% | -5.9% | -4.0% | -9.2% |
| All | +81.2% | -24.2% | +105.4% | +89.4% |
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