+295.4%
CHTR vs WST
+2,277.7%
-1,982.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +17.2% | +4.2% | +13.0% | +16.0% |
| 30D | +31.6% | +11.2% | +20.4% | +27.8% |
| 3M | -11.6% | +20.4% | -32.0% | -16.0% |
| 6M | -3.3% | +37.9% | -41.1% | -11.5% |
| YTD | -33.7% | +51.8% | -85.5% | -41.2% |
| 1Y | -32.4% | +56.6% | -89.0% | -40.6% |
| 3Y | -65.9% | +24.2% | -90.2% | -70.5% |
| 5Y | -79.9% | +0.7% | -80.6% | -81.9% |
| 10Y | -49.2% | +456.3% | -505.5% | -75.2% |
| All | +295.4% | +2,277.7% | -1,982.3% | +8.2% |
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