+20.9%
CHRW vs WAB
+49.8%
-28.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.9% | +1.7% | +0.3% | +1.4% |
| 30D | +0.9% | -2.4% | +3.4% | +1.6% |
| 3M | -19.9% | +9.7% | -29.5% | -23.3% |
| 6M | -15.8% | +16.5% | -32.3% | -22.4% |
| YTD | -5.6% | +33.7% | -39.3% | -18.4% |
| All | +20.9% | +49.8% | -28.9% | +1.6% |
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 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