+316.4%
CHTR vs WCC
+1,250.8%
-934.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.6% |
| 7D | -0.3% | +8.5% | -8.8% | -2.0% |
| 30D | -4.5% | -1.0% | -3.5% | -4.6% |
| 3M | +10.2% | +2.1% | +8.1% | +8.7% |
| 6M | -37.2% | +36.8% | -74.1% | -42.2% |
| YTD | -30.2% | +47.7% | -77.9% | -37.0% |
| 1Y | -44.8% | +66.5% | -111.3% | -51.7% |
| 3Y | -65.5% | +134.2% | -199.7% | -73.1% |
| 5Y | -81.8% | +231.6% | -313.4% | -87.2% |
| 10Y | -45.8% | +508.1% | -553.9% | -70.3% |
| All | +316.4% | +1,250.8% | -934.4% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling