+301.6%
CHTR vs WCN
+1,116.6%
-815.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.5% |
| 7D | -7.1% | -4.4% | -2.7% | -5.2% |
| 30D | -10.9% | -4.4% | -6.4% | -9.0% |
| 3M | +2.0% | +0.5% | +1.5% | +1.8% |
| 6M | -35.9% | -3.3% | -32.6% | -35.0% |
| YTD | -32.7% | -8.5% | -24.2% | -30.1% |
| 1Y | -46.6% | -8.9% | -37.6% | -44.6% |
| 3Y | -66.7% | +18.0% | -84.8% | -69.7% |
| 5Y | -82.1% | +25.0% | -107.2% | -84.4% |
| 10Y | -46.8% | +234.7% | -281.5% | -71.7% |
| All | +301.6% | +1,116.6% | -815.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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