-45.9%
CHTR vs WPM
+558.4%
-604.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.5% |
| 7D | -4.1% | -0.6% | -3.5% | -4.1% |
| 30D | -3.0% | +14.4% | -17.4% | -4.3% |
| 3M | +4.8% | +37.0% | -32.2% | +1.4% |
| 6M | -35.0% | +4.1% | -39.2% | -35.6% |
| YTD | -30.2% | +31.7% | -61.9% | -32.8% |
| 1Y | -44.8% | +44.2% | -88.9% | -47.6% |
| 3Y | -66.6% | +265.5% | -332.0% | -72.1% |
| 5Y | -81.5% | +262.5% | -344.0% | -84.7% |
| All | -45.9% | +558.4% | -604.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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