+66.3%
WDC vs CHRW
-12.5%
+78.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | -3.4% | -13.4% | -16.2% |
| 30D | -27.2% | -9.4% | -17.8% | -26.2% |
| 3M | -34.0% | -12.6% | -21.4% | -33.3% |
| 6M | -39.7% | -24.2% | -15.6% | -37.6% |
| YTD | +68.1% | -18.9% | +86.9% | +26.3% |
| 1Y | +66.3% | -13.7% | +80.0% | +14.2% |
| All | +66.3% | -12.5% | +78.8% | +14.2% |
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