+4,266.9%
CHRW vs WAB
+2,380.5%
+1,886.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.4% |
| 30D | -3.5% | -4.4% | +1.0% | -2.1% |
| 3M | -19.4% | +7.9% | -27.3% | -21.7% |
| 6M | -21.4% | +8.7% | -30.1% | -24.0% |
| YTD | -7.1% | +33.0% | -40.1% | -16.0% |
| 1Y | +17.8% | +46.7% | -28.8% | +3.2% |
| 3Y | +78.8% | +153.0% | -74.2% | +29.3% |
| 5Y | +83.5% | +222.3% | -138.7% | +21.4% |
| 10Y | +160.2% | +291.0% | -130.7% | +47.9% |
| All | +4,266.9% | +2,380.5% | +1,886.4% | +1,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling