+23.7%
WMB vs CHTR
-46.1%
+69.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.7% | -12.0% | -6.0% |
| 7D | -8.6% | +14.1% | -22.7% | -8.0% |
| 30D | -4.2% | +11.6% | -15.7% | -3.6% |
| 3M | -4.4% | -21.4% | +17.0% | -4.8% |
| 6M | -8.7% | -27.3% | +18.6% | -8.6% |
| YTD | +15.4% | -42.4% | +57.8% | +15.5% |
| 1Y | +23.7% | -45.6% | +69.3% | +25.4% |
| All | +23.7% | -46.1% | +69.8% | +25.4% |
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