+417.4%
WDC vs CHRW
+16.7%
+400.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.2% | +5.8% |
| 7D | +1.7% | -1.8% | +3.6% | +2.0% |
| 30D | -10.0% | -3.9% | -6.1% | -9.4% |
| 3M | -18.8% | -19.7% | +1.0% | -16.2% |
| 6M | +79.0% | -21.7% | +100.7% | +83.7% |
| YTD | +171.6% | -7.5% | +179.1% | +171.8% |
| 1Y | +417.4% | +17.3% | +400.1% | +458.2% |
| All | +417.4% | +16.7% | +400.6% | +458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling