+1,619.1%
WDC vs CHTR
+282.5%
+1,336.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.1% | +9.2% | +3.2% |
| 7D | +7.5% | -15.8% | +23.2% | +12.3% |
| 30D | +10.1% | -12.7% | +22.7% | +13.2% |
| 3M | -6.8% | -1.1% | -5.7% | -8.7% |
| 6M | +84.1% | -39.9% | +124.0% | +103.6% |
| YTD | +180.3% | -35.9% | +216.1% | +199.3% |
| 1Y | +411.1% | -49.2% | +460.2% | +487.1% |
| 3Y | +1,375.0% | -68.3% | +1,443.3% | +1,794.5% |
| 5Y | +991.6% | -83.0% | +1,074.5% | +1,664.6% |
| 10Y | +1,309.1% | -49.3% | +1,358.4% | +1,316.9% |
| All | +1,619.1% | +282.5% | +1,336.5% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling