-11.1%
CHRW vs WETO
-99.3%
+88.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | +0.2% |
| 7D | +4.9% | +3.6% | +1.3% | +4.8% |
| 30D | -4.8% | -17.2% | +12.4% | -4.8% |
| 3M | -13.1% | -83.7% | +70.6% | -14.7% |
| 6M | -16.3% | -98.3% | +81.9% | -15.7% |
| YTD | -15.8% | -99.0% | +83.2% | -16.5% |
| 1Y | -11.1% | -99.4% | +88.2% | -11.0% |
| All | -11.1% | -99.3% | +88.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling