+282.5%
CHTR vs WAT
+559.0%
-276.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.3% |
| 7D | -15.8% | -1.8% | -14.0% | -15.3% |
| 30D | -12.7% | -1.7% | -11.0% | -12.2% |
| 3M | -1.1% | +9.1% | -10.2% | -3.9% |
| 6M | -39.9% | +32.4% | -72.3% | -45.5% |
| YTD | -35.9% | +6.6% | -42.4% | -38.2% |
| 1Y | -49.2% | +34.7% | -83.9% | -54.8% |
| 3Y | -68.3% | +53.6% | -121.9% | -74.0% |
| 5Y | -83.0% | -4.1% | -78.9% | -83.9% |
| 10Y | -49.3% | +167.9% | -217.2% | -68.2% |
| All | +282.5% | +559.0% | -276.4% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling