+3,715.3%
CHRW vs WAB
+2,514.9%
+1,200.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.3% |
| 7D | +0.2% | +4.0% | -3.8% | -1.0% |
| 30D | -9.4% | +4.5% | -13.8% | -10.7% |
| 3M | -13.3% | +2.3% | -15.6% | -14.2% |
| 6M | -24.2% | +12.5% | -36.6% | -27.6% |
| YTD | -18.9% | +40.2% | -59.0% | -28.0% |
| 1Y | -12.4% | +45.2% | -57.6% | -23.2% |
| 3Y | +72.2% | +171.8% | -99.6% | +21.6% |
| 5Y | +53.4% | +217.6% | -164.2% | +1.8% |
| 10Y | +127.0% | +285.3% | -158.4% | +29.6% |
| All | +3,715.3% | +2,514.9% | +1,200.3% | +934.9% |
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