+282.5%
CHTR vs WU
-22.7%
+305.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.3% | -7.8% |
| 7D | -15.8% | -4.9% | -10.8% | -14.3% |
| 30D | -12.7% | -1.3% | -11.4% | -12.1% |
| 3M | -1.1% | -3.6% | +2.5% | -0.9% |
| 6M | -39.9% | -24.3% | -15.6% | -34.5% |
| YTD | -35.9% | -21.1% | -14.8% | -31.0% |
| 1Y | -49.2% | -10.3% | -38.8% | -47.8% |
| 3Y | -68.3% | -28.4% | -39.9% | -65.3% |
| 5Y | -83.0% | -51.2% | -31.7% | -79.5% |
| 10Y | -49.3% | -39.6% | -9.7% | -45.4% |
| All | +282.5% | -22.7% | +305.3% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling