-67.7%
CHTR vs WAT
+52.2%
-119.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -7.1% | -2.9% | -4.3% | -6.6% |
| 30D | -10.9% | -3.2% | -7.6% | -10.2% |
| 3M | +2.0% | +10.6% | -8.6% | -0.3% |
| 6M | -35.9% | +34.0% | -70.0% | -40.5% |
| YTD | -32.7% | +5.7% | -38.4% | -34.1% |
| 1Y | -46.6% | +37.1% | -83.6% | -51.5% |
| All | -67.7% | +52.2% | -119.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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