+916.1%
WDC vs CHTR
-81.7%
+997.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.3% |
| 7D | -4.3% | -4.1% | -0.2% | -4.0% |
| 30D | -1.5% | -3.0% | +1.5% | -1.4% |
| 3M | -15.5% | +4.8% | -20.3% | -16.4% |
| 6M | +66.5% | -35.0% | +101.5% | +74.6% |
| YTD | +159.9% | -30.2% | +190.0% | +166.9% |
| 1Y | +366.0% | -44.8% | +410.7% | +402.1% |
| 3Y | +1,285.8% | -66.6% | +1,352.4% | +1,567.1% |
| All | +916.1% | -81.7% | +997.8% | +1,313.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling