-81.6%
CHTR vs WST
-23.9%
-57.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.4% |
| 30D | -3.0% | -1.7% | -1.2% | -2.6% |
| 3M | +4.8% | +4.9% | -0.1% | +3.8% |
| 6M | -35.0% | +45.5% | -80.6% | -39.8% |
| YTD | -30.2% | +26.1% | -56.3% | -33.6% |
| 1Y | -44.8% | +31.7% | -76.5% | -48.1% |
| 3Y | -66.6% | -12.1% | -54.5% | -67.2% |
| All | -81.6% | -23.9% | -57.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling