+132.1%
WFC vs CHRW
+168.2%
-36.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | +1.1% | +1.9% | -0.9% | +0.4% |
| 30D | +0.8% | +0.9% | -0.1% | +0.4% |
| 3M | +9.3% | -19.9% | +29.1% | +15.4% |
| 6M | +10.6% | -15.8% | +26.4% | +14.4% |
| YTD | -4.1% | -5.6% | +1.5% | -5.0% |
| 1Y | +13.6% | +21.0% | -7.5% | +2.5% |
| 3Y | +130.7% | +86.0% | +44.7% | +72.6% |
| 5Y | +126.7% | +88.6% | +38.1% | +60.9% |
| 10Y | +132.1% | +169.3% | -37.2% | +30.5% |
| All | +132.1% | +168.2% | -36.0% | +30.5% |
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