-45.9%
CHTR vs WEC
+146.6%
-192.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -3.0% | -2.6% | -0.3% | -2.1% |
| 3M | +4.8% | -6.0% | +10.8% | +7.0% |
| 6M | -35.0% | -5.4% | -29.6% | -33.7% |
| YTD | -30.2% | +2.5% | -32.6% | -30.9% |
| 1Y | -44.8% | -0.7% | -44.0% | -44.7% |
| 3Y | -66.6% | +38.7% | -105.3% | -70.6% |
| 5Y | -81.5% | +31.7% | -113.1% | -83.5% |
| All | -45.9% | +146.6% | -192.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling