-82.3%
CHTR vs WEC
+30.6%
-112.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 6M | -35.9% | -6.4% | -29.5% | -34.0% |
| YTD | -32.7% | +2.5% | -35.2% | -33.6% |
| 1Y | -46.6% | -0.4% | -46.2% | -46.6% |
| 3Y | -66.7% | +38.5% | -105.2% | -71.8% |
| All | -82.3% | +30.6% | -112.9% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling