+120.8%
WFC vs CHTR
-82.3%
+203.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.2% |
| 7D | +0.3% | -7.1% | +7.4% | +1.6% |
| 30D | +2.3% | -10.9% | +13.2% | +4.2% |
| 3M | +9.8% | +2.0% | +7.7% | +8.3% |
| 6M | +15.6% | -35.9% | +51.5% | +23.6% |
| YTD | -2.4% | -32.7% | +30.2% | +2.8% |
| 1Y | +13.8% | -46.6% | +60.4% | +26.3% |
| 3Y | +134.6% | -66.7% | +201.4% | +184.4% |
| All | +120.8% | -82.3% | +203.1% | +191.3% |
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