-67.7%
CHTR vs WEC
+39.2%
-107.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.7% | +5.3% |
| 7D | -7.1% | -1.3% | -5.9% | -6.6% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | +2.0% | -6.8% | +8.8% | +5.0% |
| 6M | -35.9% | -6.4% | -29.5% | -34.1% |
| YTD | -32.7% | +2.5% | -35.2% | -33.5% |
| 1Y | -46.6% | -0.4% | -46.2% | -46.5% |
| All | -67.7% | +39.2% | -107.0% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling