-44.7%
CHTR vs SW
+147.8%
-192.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.1% | -5.1% | +4.0% | -0.5% |
| 30D | -0.8% | -4.6% | +3.8% | -0.3% |
| 3M | +17.8% | +9.4% | +8.4% | +16.5% |
| 6M | -34.5% | +3.5% | -38.0% | -35.0% |
| YTD | -27.2% | +22.0% | -49.2% | -28.9% |
| 1Y | -41.4% | +2.2% | -43.6% | -42.0% |
| 3Y | -64.0% | +19.6% | -83.6% | -65.1% |
| 5Y | -81.3% | -2.3% | -78.9% | -81.9% |
| All | -44.7% | +147.8% | -192.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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