-66.6%
CHTR vs WSM
+230.1%
-296.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -3.0% | -7.7% | +4.8% | -1.7% |
| 3M | +4.8% | +3.8% | +1.0% | +4.1% |
| 6M | -35.0% | +22.7% | -57.7% | -37.1% |
| YTD | -30.2% | +28.0% | -58.2% | -33.0% |
| 1Y | -44.8% | +12.7% | -57.5% | -46.1% |
| 3Y | -66.6% | +231.3% | -297.8% | -73.0% |
| All | -66.6% | +230.1% | -296.6% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling