+122.7%
CHRW vs WAB
+288.7%
-166.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -3.4% | +4.0% | -7.4% | -4.5% |
| 30D | -9.4% | +6.3% | -15.7% | -11.0% |
| 3M | -12.6% | +3.3% | -15.9% | -13.6% |
| 6M | -24.2% | +14.5% | -38.6% | -27.5% |
| YTD | -18.9% | +42.7% | -61.5% | -27.2% |
| 1Y | -13.7% | +45.2% | -58.9% | -23.0% |
| 3Y | +72.6% | +173.8% | -101.2% | +28.2% |
| 5Y | +55.6% | +223.8% | -168.2% | +9.4% |
| 10Y | +122.7% | +280.5% | -157.8% | +40.6% |
| All | +122.7% | +288.7% | -166.0% | +40.6% |
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