-45.9%
CHTR vs GWW
+570.2%
-616.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -4.1% | -3.4% | -0.7% | -3.2% |
| 30D | -3.0% | -1.9% | -1.1% | -2.5% |
| 3M | +4.8% | -2.4% | +7.2% | +5.0% |
| 6M | -35.0% | +15.7% | -50.8% | -38.0% |
| YTD | -30.2% | +27.6% | -57.8% | -35.2% |
| 1Y | -44.8% | +27.2% | -72.0% | -48.7% |
| 3Y | -66.6% | +89.7% | -156.2% | -72.4% |
| 5Y | -81.5% | +223.9% | -305.4% | -86.8% |
| All | -45.9% | +570.2% | -616.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling