+1,963.7%
WDC vs CHRW
+4,173.0%
-2,209.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.4% |
| 7D | +1.7% | -1.4% | +3.1% | +2.3% |
| 30D | -10.0% | -3.5% | -6.5% | -8.6% |
| 3M | -18.8% | -19.4% | +0.6% | -12.6% |
| 6M | +79.0% | -21.4% | +100.4% | +93.1% |
| YTD | +171.6% | -7.1% | +178.7% | +171.0% |
| 1Y | +417.4% | +17.8% | +399.6% | +362.9% |
| 3Y | +1,251.8% | +78.8% | +1,173.0% | +878.9% |
| 5Y | +911.7% | +83.5% | +828.2% | +610.3% |
| 10Y | +1,399.6% | +160.2% | +1,239.4% | +785.9% |
| All | +1,963.7% | +4,173.0% | -2,209.3% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling