+88.6%
CHRW vs WAB
+231.1%
-142.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | -19.9% | +9.7% | -29.5% | -23.0% |
| 6M | -15.8% | +16.5% | -32.3% | -21.3% |
| YTD | -5.6% | +33.7% | -39.3% | -16.2% |
| 1Y | +21.0% | +49.7% | -28.6% | +3.0% |
| 3Y | +86.0% | +170.9% | -84.9% | +23.5% |
| 5Y | +88.6% | +228.0% | -139.4% | +15.2% |
| All | +88.6% | +231.1% | -142.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling