+282.5%
CHTR vs WWD
+1,338.6%
-1,056.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.7% | -8.0% |
| 7D | -15.8% | +0.6% | -16.4% | -15.9% |
| 30D | -12.7% | -5.1% | -7.6% | -11.6% |
| 3M | -1.1% | -11.2% | +10.1% | +1.0% |
| 6M | -39.9% | -12.0% | -27.9% | -38.9% |
| YTD | -35.9% | +12.0% | -47.8% | -39.0% |
| 1Y | -49.2% | +42.8% | -92.0% | -54.9% |
| 3Y | -68.3% | +168.9% | -237.3% | -76.7% |
| 5Y | -83.0% | +192.2% | -275.2% | -87.9% |
| 10Y | -49.3% | +495.3% | -544.6% | -72.5% |
| All | +282.5% | +1,338.6% | -1,056.1% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling