-69.3%
CHTR vs WST
-13.7%
-55.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.1% |
| 7D | -15.8% | -1.7% | -14.1% | -15.6% |
| 30D | -12.7% | -4.3% | -8.3% | -12.1% |
| 3M | -1.1% | +0.7% | -1.8% | -1.2% |
| 6M | -39.9% | +36.0% | -75.9% | -42.3% |
| YTD | -35.9% | +22.7% | -58.6% | -37.7% |
| 1Y | -49.2% | +34.1% | -83.3% | -51.2% |
| All | -69.3% | -13.7% | -55.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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