-11.1%
CHRW vs WAB
+46.5%
-57.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | +4.9% | +4.5% | +0.4% | +3.9% |
| 30D | -4.8% | +1.1% | -5.9% | -5.1% |
| 3M | -13.1% | -1.3% | -11.9% | -12.8% |
| 6M | -16.3% | +12.7% | -29.1% | -20.7% |
| YTD | -15.8% | +38.7% | -54.5% | -29.2% |
| 1Y | -11.1% | +44.9% | -56.1% | -27.4% |
| All | -11.1% | +46.5% | -57.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling