+117.7%
WFC vs CHRW
+63.9%
+53.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.2% | +0.6% | +0.7% | +1.2% |
| 30D | +5.2% | -7.3% | +12.5% | +6.1% |
| 3M | -3.0% | -14.2% | +11.1% | -1.3% |
| 6M | +6.2% | -25.1% | +31.3% | +9.4% |
| YTD | -7.9% | -21.2% | +13.3% | -6.1% |
| 1Y | +0.3% | -14.2% | +14.4% | +0.9% |
| 3Y | +117.7% | +63.5% | +54.2% | +95.9% |
| All | +117.7% | +63.9% | +53.8% | +95.9% |
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