+642.9%
WDC vs CHRW
+128.6%
+514.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | +7.3% | +4.8% | +9.6% |
| 30D | -18.8% | -3.6% | -15.2% | -17.9% |
| 3M | -39.3% | -9.6% | -29.7% | -37.9% |
| 6M | -40.1% | -17.0% | -23.1% | -37.8% |
| YTD | +71.8% | -15.4% | +87.2% | +74.3% |
| 1Y | +88.5% | -10.0% | +98.5% | +87.1% |
| 3Y | +770.0% | +82.2% | +687.8% | +511.8% |
| 5Y | +549.0% | +59.4% | +489.7% | +374.1% |
| All | +642.9% | +128.6% | +514.2% | +353.2% |
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 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