+712.3%
WDC vs CHRW
+63.9%
+648.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -28.0% | +0.6% | -28.5% | -27.9% |
| 30D | -34.9% | -7.3% | -27.7% | -34.3% |
| 3M | -41.6% | -14.2% | -27.4% | -40.6% |
| 6M | -45.4% | -25.1% | -20.3% | -43.5% |
| YTD | +53.3% | -21.2% | +74.4% | +55.6% |
| 1Y | +61.5% | -14.2% | +75.7% | +62.0% |
| 3Y | +712.3% | +63.5% | +648.8% | +684.1% |
| All | +712.3% | +63.9% | +648.4% | +684.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling