-45.9%
CHTR vs WWD
+498.2%
-544.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.5% |
| 30D | -3.0% | -6.9% | +4.0% | -1.5% |
| 3M | +4.8% | -13.0% | +17.8% | +7.4% |
| 6M | -35.0% | -12.5% | -22.6% | -33.9% |
| YTD | -30.2% | +11.8% | -42.0% | -33.5% |
| 1Y | -44.8% | +41.1% | -85.8% | -50.7% |
| 3Y | -66.6% | +163.1% | -229.6% | -75.1% |
| 5Y | -81.5% | +187.6% | -269.1% | -86.8% |
| All | -45.9% | +498.2% | -544.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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