-81.6%
CHTR vs WY
-22.2%
-59.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -4.1% | -4.2% | +0.1% | -2.2% |
| 30D | -3.0% | -10.1% | +7.1% | +1.8% |
| 3M | +4.8% | -8.5% | +13.3% | +8.7% |
| 6M | -35.0% | -3.3% | -31.7% | -34.4% |
| YTD | -30.2% | -4.4% | -25.8% | -29.4% |
| 1Y | -44.8% | -11.5% | -33.3% | -42.2% |
| 3Y | -66.6% | -24.3% | -42.2% | -63.0% |
| All | -81.6% | -22.2% | -59.4% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling