+4,266.9%
CHRW vs WY
+179.2%
+4,087.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -0.9% |
| 30D | -3.5% | -10.1% | +6.6% | -0.2% |
| 3M | -19.4% | -5.1% | -14.3% | -18.2% |
| 6M | -21.4% | -4.8% | -16.6% | -20.4% |
| YTD | -7.1% | -0.2% | -6.9% | -7.6% |
| 1Y | +17.8% | -6.6% | +24.4% | +19.4% |
| 3Y | +78.8% | -22.7% | +101.5% | +90.0% |
| 5Y | +83.5% | -22.2% | +105.7% | +92.3% |
| 10Y | +160.2% | +7.3% | +153.0% | +126.5% |
| All | +4,266.9% | +179.2% | +4,087.7% | +2,400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling