+140.0%
WBD vs CHTR
-41.9%
+182.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.8% |
| 30D | +8.8% | -0.8% | +9.5% | +8.7% |
| 3M | +4.6% | +17.8% | -13.1% | +4.0% |
| 6M | +1.1% | -34.5% | +35.6% | +2.5% |
| YTD | -2.0% | -27.2% | +25.2% | -0.6% |
| 1Y | +140.0% | -41.4% | +181.4% | +165.1% |
| All | +140.0% | -41.9% | +182.0% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling