+334.3%
CHTR vs WST
+1,840.0%
-1,505.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -0.8% | -3.1% | +2.4% | 0.0% |
| 3M | +17.8% | +7.2% | +10.6% | +15.5% |
| 6M | -34.5% | +36.8% | -71.3% | -40.0% |
| YTD | -27.2% | +23.8% | -51.0% | -31.7% |
| 1Y | -41.4% | +37.8% | -79.2% | -46.9% |
| 3Y | -64.0% | -15.9% | -48.1% | -64.8% |
| 5Y | -81.3% | -25.8% | -55.4% | -81.6% |
| 10Y | -44.1% | +319.6% | -363.7% | -70.4% |
| All | +334.3% | +1,840.0% | -1,505.7% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling