+334.3%
CHTR vs WM
+867.0%
-532.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -0.8% | -2.4% | +1.6% | +0.2% |
| 3M | +17.8% | +0.4% | +17.4% | +17.3% |
| 6M | -34.5% | -9.5% | -25.0% | -31.8% |
| YTD | -27.2% | +0.5% | -27.7% | -27.6% |
| 1Y | -41.4% | -1.1% | -40.3% | -41.5% |
| 3Y | -64.0% | +46.0% | -110.0% | -70.3% |
| 5Y | -81.3% | +51.8% | -133.1% | -85.0% |
| 10Y | -44.1% | +307.5% | -351.6% | -74.0% |
| All | +334.3% | +867.0% | -532.8% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling