-48.2%
CHTR vs WM
+324.5%
-372.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +13.4% | +0.8% | +12.6% | +13.1% |
| 30D | +33.0% | +13.8% | +19.2% | +26.8% |
| 3M | -13.6% | +6.4% | -20.0% | -15.6% |
| 6M | -7.8% | +13.2% | -21.0% | -12.2% |
| YTD | -34.7% | +10.8% | -45.5% | -37.3% |
| 1Y | -34.8% | +20.2% | -55.0% | -39.3% |
| 3Y | -66.7% | +46.5% | -113.2% | -71.7% |
| 5Y | -80.4% | +61.3% | -141.6% | -84.1% |
| All | -48.2% | +324.5% | -372.7% | -69.3% |
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