-82.3%
CHTR vs WCC
+212.3%
-294.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.2% | +5.6% |
| 7D | -7.1% | +1.7% | -8.8% | -7.5% |
| 30D | -10.9% | -6.1% | -4.8% | -10.1% |
| 3M | +2.0% | +3.1% | -1.1% | +0.4% |
| 6M | -35.9% | +28.2% | -64.1% | -40.2% |
| YTD | -32.7% | +41.1% | -73.8% | -38.8% |
| 1Y | -46.6% | +61.3% | -107.8% | -53.1% |
| 3Y | -66.7% | +123.6% | -190.4% | -74.4% |
| All | -82.3% | +212.3% | -294.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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