+4,266.9%
CHRW vs WAT
+3,407.4%
+859.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -3.5% | +2.3% | -5.8% | -4.0% |
| 3M | -19.4% | +8.7% | -28.1% | -21.0% |
| 6M | -21.4% | +28.3% | -49.7% | -26.0% |
| YTD | -7.1% | +7.8% | -14.9% | -9.4% |
| 1Y | +17.8% | +36.6% | -18.8% | +8.7% |
| 3Y | +78.8% | +45.7% | +33.1% | +58.9% |
| 5Y | +83.5% | -3.3% | +86.8% | +76.3% |
| 10Y | +160.2% | +162.1% | -1.9% | +95.9% |
| All | +4,266.9% | +3,407.4% | +859.5% | +1,602.0% |
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