+853.8%
WMB vs CHTR
+316.4%
+537.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +3.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.7% |
| 30D | +7.7% | -4.5% | +12.2% | +8.5% |
| 3M | +6.7% | +10.2% | -3.5% | +2.6% |
| 6M | +3.6% | -37.2% | +40.9% | +13.7% |
| YTD | +28.0% | -30.2% | +58.2% | +35.1% |
| 1Y | +37.6% | -44.8% | +82.4% | +55.1% |
| 3Y | +149.0% | -65.5% | +214.5% | +209.4% |
| 5Y | +285.3% | -81.8% | +367.1% | +487.4% |
| 10Y | +302.1% | -45.8% | +347.8% | +268.6% |
| All | +853.8% | +316.4% | +537.4% | +258.1% |
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