+61.3%
CHRW vs WY
-31.7%
+93.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -0.1% | -5.1% | +5.0% | +1.9% |
| 30D | -4.3% | +9.0% | -13.3% | -7.5% |
| 3M | -7.4% | -16.7% | +9.3% | -1.2% |
| 6M | -20.7% | -10.3% | -10.4% | -18.0% |
| YTD | -15.9% | -10.5% | -5.4% | -13.3% |
| 1Y | -9.9% | -5.9% | -4.0% | -9.1% |
| 3Y | +79.0% | -24.7% | +103.7% | +93.2% |
| 5Y | +61.3% | -31.5% | +92.8% | +78.7% |
| All | +61.3% | -31.7% | +93.0% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling