+72.2%
CHRW vs WAB
+174.1%
-101.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.4% |
| 7D | +0.2% | +4.0% | -3.8% | -0.9% |
| 30D | -9.4% | +4.5% | -13.8% | -10.6% |
| 3M | -13.3% | +2.3% | -15.6% | -14.0% |
| 6M | -24.2% | +12.5% | -36.6% | -27.5% |
| YTD | -18.9% | +40.2% | -59.0% | -28.2% |
| 1Y | -12.4% | +45.2% | -57.6% | -23.3% |
| 3Y | +72.2% | +171.8% | -99.6% | +22.4% |
| All | +72.2% | +174.1% | -101.8% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling