-39.9%
CHTR vs WAB
+16.6%
-56.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -8.1% |
| 7D | -15.8% | +0.2% | -16.0% | -15.7% |
| 30D | -12.7% | -4.6% | -8.1% | -12.7% |
| 3M | -1.1% | +5.6% | -6.7% | -2.5% |
| 6M | -39.9% | +13.8% | -53.7% | -40.2% |
| All | -39.9% | +16.6% | -56.5% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling