+282.5%
CHTR vs WAB
+1,353.8%
-1,071.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -7.7% |
| 7D | -15.8% | +0.2% | -16.0% | -15.8% |
| 30D | -12.7% | -4.6% | -8.1% | -11.5% |
| 3M | -1.1% | +5.6% | -6.7% | -3.1% |
| 6M | -39.9% | +13.8% | -53.7% | -42.5% |
| YTD | -35.9% | +31.9% | -67.7% | -41.2% |
| 1Y | -49.2% | +48.3% | -97.4% | -55.0% |
| 3Y | -68.3% | +167.1% | -235.4% | -76.3% |
| 5Y | -83.0% | +222.9% | -305.8% | -88.0% |
| 10Y | -49.3% | +289.9% | -339.2% | -69.1% |
| All | +282.5% | +1,353.8% | -1,071.3% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling