+316.4%
CHTR vs WEC
+646.3%
-329.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.7% |
| 30D | -4.5% | +0.3% | -4.8% | -4.7% |
| 3M | +10.2% | -2.9% | +13.2% | +11.2% |
| 6M | -37.2% | -5.9% | -31.3% | -35.9% |
| YTD | -30.2% | +4.1% | -34.3% | -31.4% |
| 1Y | -44.8% | +3.1% | -47.9% | -45.5% |
| 3Y | -65.5% | +40.8% | -106.3% | -69.9% |
| 5Y | -81.8% | +31.7% | -113.5% | -83.8% |
| 10Y | -45.8% | +141.1% | -186.8% | -62.9% |
| All | +316.4% | +646.3% | -329.9% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling