+3,607.0%
CHRW vs WAT
+3,820.5%
-213.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -7.3% | +5.0% | -12.2% | -8.3% |
| 3M | -14.2% | +14.5% | -28.7% | -17.0% |
| 6M | -25.1% | +30.9% | -56.0% | -29.8% |
| YTD | -21.2% | +20.5% | -41.6% | -25.2% |
| 1Y | -14.2% | +23.3% | -37.4% | -19.0% |
| 3Y | +63.5% | +81.5% | -18.0% | +38.2% |
| 5Y | +49.6% | +33.4% | +16.2% | +33.6% |
| 10Y | +129.4% | +231.5% | -102.1% | +64.2% |
| All | +3,607.0% | +3,820.5% | -213.5% | +1,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling