+23.7%
CHTR vs NWSA
+121.1%
-97.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -4.1% | -2.8% | -1.3% | -3.1% |
| 30D | -3.0% | +3.0% | -6.0% | -4.0% |
| 3M | +4.8% | +12.3% | -7.6% | +0.4% |
| 6M | -35.0% | +21.9% | -56.9% | -39.5% |
| YTD | -30.2% | +13.6% | -43.7% | -33.5% |
| 1Y | -44.8% | +0.5% | -45.3% | -45.1% |
| 3Y | -66.6% | +43.8% | -110.3% | -70.7% |
| 5Y | -81.5% | +41.2% | -122.6% | -84.1% |
| 10Y | -44.8% | +148.6% | -193.4% | -63.1% |
| All | +23.7% | +121.1% | -97.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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