-66.6%
CHTR vs WAB
+167.4%
-234.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | -4.1% | +1.1% | -1.7% |
| 3M | +4.8% | +8.2% | -3.4% | +1.2% |
| 6M | -35.0% | +15.4% | -50.4% | -38.9% |
| YTD | -30.2% | +33.1% | -63.3% | -38.3% |
| 1Y | -44.8% | +48.1% | -92.8% | -53.3% |
| 3Y | -66.6% | +167.7% | -234.3% | -77.5% |
| All | -66.6% | +167.4% | -234.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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