-66.6%
CHTR vs GWW
+89.6%
-156.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -4.1% | -3.4% | -0.7% | -3.1% |
| 30D | -3.0% | -1.9% | -1.1% | -2.5% |
| 3M | +4.8% | -2.4% | +7.2% | +4.8% |
| 6M | -35.0% | +15.7% | -50.8% | -38.8% |
| YTD | -30.2% | +27.6% | -57.8% | -36.5% |
| 1Y | -44.8% | +27.2% | -72.0% | -49.9% |
| 3Y | -66.6% | +89.7% | -156.2% | -72.5% |
| All | -66.6% | +89.6% | -156.2% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling