+298.4%
WMB vs CHTR
-44.7%
+343.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | -1.0% | -4.1% | +3.1% | -0.5% |
| 30D | -0.4% | -3.0% | +2.5% | -0.3% |
| 3M | +3.2% | +4.8% | -1.6% | +1.4% |
| 6M | +0.1% | -35.0% | +35.1% | +6.2% |
| YTD | +23.9% | -30.2% | +54.0% | +28.8% |
| 1Y | +27.6% | -44.8% | +72.4% | +39.4% |
| 3Y | +141.9% | -66.6% | +208.5% | +188.4% |
| 5Y | +273.8% | -81.5% | +355.3% | +421.4% |
| All | +298.4% | -44.7% | +343.1% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling