+301.6%
CHTR vs WY
+140.1%
+161.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.6% | +5.9% |
| 7D | -7.1% | -3.7% | -3.5% | -6.0% |
| 30D | -10.9% | -11.3% | +0.4% | -7.3% |
| 3M | +2.0% | -8.1% | +10.2% | +4.7% |
| 6M | -35.9% | -7.4% | -28.5% | -34.5% |
| YTD | -32.7% | -4.7% | -28.0% | -31.9% |
| 1Y | -46.6% | -9.2% | -37.4% | -45.2% |
| 3Y | -66.7% | -24.7% | -42.0% | -64.1% |
| 5Y | -82.1% | -21.6% | -60.6% | -81.1% |
| 10Y | -46.8% | +6.7% | -53.4% | -52.6% |
| All | +301.6% | +140.1% | +161.5% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling