-50.5%
CHTR vs WM
+329.9%
-380.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.3% | +10.5% |
| 7D | +17.8% | +1.2% | +16.7% | +17.4% |
| 30D | +29.7% | +13.7% | +16.0% | +23.7% |
| 3M | -12.5% | +5.2% | -17.8% | -14.2% |
| 6M | -13.4% | +11.2% | -24.6% | -17.0% |
| YTD | -35.8% | +9.4% | -45.2% | -38.0% |
| 1Y | -36.3% | +20.4% | -56.7% | -40.7% |
| 3Y | -67.3% | +44.7% | -112.0% | -72.0% |
| 5Y | -80.9% | +58.5% | -139.4% | -84.4% |
| 10Y | -50.5% | +326.4% | -376.9% | -70.8% |
| All | -50.5% | +329.9% | -380.4% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling