-59.4%
CHTR vs WETO
-99.4%
+40.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.4% | +9.1% | +3.6% |
| 7D | -4.1% | -4.3% | +0.2% | -4.2% |
| 30D | -3.0% | -39.9% | +36.9% | -1.8% |
| 3M | +4.8% | -97.9% | +102.7% | +2.8% |
| 6M | -35.0% | -95.0% | +60.0% | -35.9% |
| YTD | -30.2% | -97.2% | +67.0% | -31.4% |
| 1Y | -44.8% | -98.9% | +54.1% | -46.2% |
| All | -59.4% | -99.4% | +40.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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