+59.1%
CHRW vs WETO
-99.4%
+158.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.3% |
| 7D | +3.5% | -4.3% | +7.8% | +3.5% |
| 30D | +4.6% | -39.9% | +44.5% | +2.2% |
| 3M | -19.7% | -97.9% | +78.2% | -17.6% |
| 6M | -12.4% | -95.0% | +82.6% | -13.1% |
| YTD | -3.9% | -97.2% | +93.3% | -4.6% |
| 1Y | +18.4% | -98.9% | +117.3% | +18.4% |
| All | +59.1% | -99.4% | +158.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling