+660.4%
WDC vs CHRW
+126.6%
+533.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | -3.4% | -13.4% | -15.5% |
| 30D | -27.2% | -9.4% | -17.8% | -24.9% |
| 3M | -34.0% | -12.6% | -21.4% | -31.7% |
| 6M | -39.7% | -24.2% | -15.6% | -35.3% |
| YTD | +68.1% | -18.9% | +86.9% | +72.8% |
| 1Y | +66.3% | -13.7% | +80.0% | +67.4% |
| 3Y | +754.4% | +72.6% | +681.8% | +512.5% |
| 5Y | +595.8% | +55.6% | +540.2% | +410.3% |
| 10Y | +660.4% | +122.7% | +537.7% | +361.5% |
| All | +660.4% | +126.6% | +533.8% | +361.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling