-49.6%
CHTR vs SW
+179.5%
-229.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.7% | -2.5% |
| 7D | +5.4% | -3.0% | +8.4% | +5.8% |
| 30D | +24.0% | +4.2% | +19.9% | +23.5% |
| 3M | -11.7% | -11.5% | -0.2% | -10.5% |
| 6M | -10.3% | +8.6% | -18.9% | -11.3% |
| YTD | -36.5% | +15.0% | -51.4% | -37.6% |
| 1Y | -37.7% | +25.7% | -63.4% | -39.4% |
| 3Y | -67.6% | +44.8% | -112.4% | -68.8% |
| 5Y | -80.8% | -1.7% | -79.0% | -81.4% |
| All | -49.6% | +179.5% | -229.1% | -50.6% |
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