+992.2%
WDC vs CHRW
+90.3%
+901.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +6.0% | +1.9% | +4.0% | +5.4% |
| 30D | +9.9% | +0.9% | +9.0% | +9.6% |
| 3M | -9.4% | -19.9% | +10.5% | -4.6% |
| 6M | +94.7% | -15.8% | +110.5% | +101.2% |
| YTD | +177.3% | -5.6% | +182.9% | +174.6% |
| 1Y | +412.4% | +21.0% | +391.4% | +369.0% |
| 3Y | +1,359.3% | +86.0% | +1,273.3% | +1,049.3% |
| 5Y | +992.2% | +88.6% | +903.6% | +765.0% |
| All | +992.2% | +90.3% | +901.9% | +765.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling