+1,309.1%
WDC vs CHRW
+170.5%
+1,138.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +7.5% | +4.1% | +3.4% | +6.0% |
| 30D | +10.1% | +1.9% | +8.2% | +9.3% |
| 3M | -6.8% | -21.2% | +14.3% | +0.4% |
| 6M | +84.1% | -16.7% | +100.8% | +93.0% |
| YTD | +180.3% | -5.4% | +185.6% | +176.7% |
| 1Y | +411.1% | +21.2% | +389.9% | +353.0% |
| 3Y | +1,375.0% | +86.5% | +1,288.5% | +952.8% |
| 5Y | +991.6% | +93.0% | +898.5% | +643.8% |
| 10Y | +1,309.1% | +174.5% | +1,134.6% | +726.8% |
| All | +1,309.1% | +170.5% | +1,138.5% | +726.8% |
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