+82.2%
CHRW vs WAT
+82.3%
-0.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.3% | +0.6% | +6.7% | +7.1% |
| 30D | -3.6% | +5.4% | -9.0% | -4.6% |
| 3M | -9.6% | +11.3% | -20.9% | -11.7% |
| 6M | -17.0% | +37.4% | -54.4% | -22.5% |
| YTD | -15.4% | +21.2% | -36.6% | -19.8% |
| 1Y | -10.0% | +21.3% | -31.3% | -14.6% |
| 3Y | +82.2% | +83.4% | -1.2% | +54.4% |
| All | +82.2% | +82.3% | -0.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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