-82.1%
CHTR vs WAT
-5.3%
-76.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -7.1% | -2.9% | -4.3% | -6.4% |
| 30D | -10.9% | -3.2% | -7.6% | -10.1% |
| 3M | +2.0% | +10.6% | -8.6% | -0.8% |
| 6M | -35.9% | +34.0% | -70.0% | -41.4% |
| YTD | -32.7% | +5.7% | -38.4% | -34.5% |
| 1Y | -46.6% | +37.1% | -83.6% | -52.2% |
| 3Y | -66.7% | +52.4% | -119.1% | -72.4% |
| 5Y | -82.1% | -4.4% | -77.7% | -85.2% |
| All | -82.1% | -5.3% | -76.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling