+392.1%
WFC vs CHTR
+282.5%
+109.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.1% | +10.1% | +4.2% |
| 7D | +0.4% | -15.8% | +16.2% | +5.1% |
| 30D | +2.5% | -12.7% | +15.1% | +5.7% |
| 3M | +10.0% | -1.1% | +11.1% | +8.8% |
| 6M | +15.1% | -39.9% | +55.0% | +28.5% |
| YTD | -2.2% | -35.9% | +33.7% | +6.5% |
| 1Y | +13.5% | -49.2% | +62.6% | +32.2% |
| 3Y | +135.2% | -68.3% | +203.5% | +203.8% |
| 5Y | +128.3% | -83.0% | +211.3% | +253.3% |
| 10Y | +142.4% | -49.3% | +191.7% | +149.2% |
| All | +392.1% | +282.5% | +109.6% | +115.7% |
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 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