+113.2%
WDC vs CHTR
-46.1%
+159.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.7% | -12.4% | -5.2% |
| 7D | -18.3% | +14.1% | -32.4% | -15.2% |
| 30D | -26.7% | +11.6% | -38.3% | -24.1% |
| 3M | -40.9% | -21.4% | -19.5% | -43.2% |
| 6M | -26.8% | -27.3% | +0.5% | -28.3% |
| YTD | +88.2% | -42.4% | +130.6% | +89.8% |
| 1Y | +113.2% | -45.6% | +158.8% | +109.0% |
| All | +113.2% | -46.1% | +159.2% | +109.0% |
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