+1,087.1%
WFC vs CHRW
+4,173.0%
-3,085.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | +1.5% | -3.5% | +4.9% | +2.6% |
| 3M | +10.9% | -19.4% | +30.3% | +17.7% |
| 6M | +8.4% | -21.4% | +29.8% | +15.5% |
| YTD | -1.9% | -7.1% | +5.3% | -2.2% |
| 1Y | +12.3% | +17.8% | -5.5% | +1.7% |
| 3Y | +132.3% | +78.8% | +53.5% | +74.1% |
| 5Y | +130.1% | +83.5% | +46.6% | +65.6% |
| 10Y | +134.4% | +160.2% | -25.8% | +44.2% |
| All | +1,087.1% | +4,173.0% | -3,085.9% | +319.3% |
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