+1,038.2%
WFC vs CHRW
+3,633.2%
-2,595.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -3.4% | +4.2% | +2.1% |
| 30D | +3.3% | -9.4% | +12.6% | +6.4% |
| 3M | -1.4% | -12.6% | +11.2% | +2.2% |
| 6M | +14.7% | -24.2% | +38.9% | +23.0% |
| YTD | -5.9% | -18.9% | +13.0% | -2.6% |
| 1Y | +1.8% | -13.7% | +15.5% | +3.0% |
| 3Y | +124.9% | +72.6% | +52.3% | +68.8% |
| 5Y | +92.7% | +55.6% | +37.2% | +45.9% |
| 10Y | +118.2% | +122.7% | -4.5% | +40.4% |
| All | +1,038.2% | +3,633.2% | -2,595.0% | +317.4% |
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