+177.7%
CHRW vs WAB
+292.7%
-115.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | +5.5% | -5.9% | +11.4% | +7.3% |
| 3M | -17.3% | +9.4% | -26.6% | -19.7% |
| 6M | -12.7% | +13.8% | -26.5% | -16.4% |
| YTD | -4.1% | +31.8% | -35.9% | -11.9% |
| 1Y | +21.2% | +48.5% | -27.3% | +7.7% |
| 3Y | +88.9% | +167.0% | -78.0% | +41.5% |
| 5Y | +93.1% | +222.3% | -129.2% | +36.5% |
| All | +177.7% | +292.7% | -115.0% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling