-45.9%
CHTR vs WU
-39.1%
-6.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.1% | -3.5% | -0.6% | -2.8% |
| 30D | -3.0% | -2.9% | 0.0% | -1.7% |
| 3M | +4.8% | -2.3% | +7.0% | +4.4% |
| 6M | -35.0% | -25.4% | -9.7% | -28.5% |
| YTD | -30.2% | -21.2% | -9.0% | -24.5% |
| 1Y | -44.8% | -8.9% | -35.9% | -43.5% |
| 3Y | -66.6% | -29.0% | -37.6% | -63.2% |
| 5Y | -81.5% | -50.7% | -30.7% | -77.9% |
| All | -45.9% | -39.1% | -6.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling