-22.3%
CHTR vs WING
+412.2%
-434.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.0% | -9.2% | -8.3% |
| 7D | -15.8% | -2.3% | -13.5% | -15.5% |
| 30D | -12.7% | -5.6% | -7.0% | -12.0% |
| 3M | -1.1% | -22.9% | +21.8% | +2.2% |
| 6M | -39.9% | -50.4% | +10.5% | -34.0% |
| YTD | -35.9% | -53.3% | +17.5% | -29.5% |
| 1Y | -49.2% | -61.2% | +12.1% | -42.7% |
| 3Y | -68.3% | -30.1% | -38.2% | -69.1% |
| 5Y | -83.0% | -35.0% | -47.9% | -83.7% |
| 10Y | -49.3% | +375.5% | -424.8% | -66.1% |
| All | -22.3% | +412.2% | -434.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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