+3,715.3%
CHRW vs WAT
+3,974.1%
-258.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | +3.4% | -6.8% | -4.1% |
| 30D | -9.4% | +9.6% | -19.0% | -11.2% |
| 3M | -12.6% | +15.5% | -28.1% | -15.7% |
| 6M | -24.2% | +33.9% | -58.1% | -29.3% |
| YTD | -18.9% | +25.2% | -44.1% | -23.7% |
| 1Y | -13.7% | +26.3% | -40.0% | -19.0% |
| 3Y | +72.6% | +85.8% | -13.2% | +45.1% |
| 5Y | +55.6% | +35.3% | +20.3% | +38.5% |
| 10Y | +122.7% | +231.8% | -109.0% | +59.3% |
| All | +3,715.3% | +3,974.1% | -258.8% | +1,334.5% |
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