+135.9%
WMT vs CHTR
-81.7%
+217.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.1% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -7.4% | -3.0% | -4.5% | -7.3% |
| 3M | -10.9% | +4.8% | -15.6% | -11.5% |
| 6M | -12.7% | -35.0% | +22.3% | -10.4% |
| YTD | -3.2% | -30.2% | +27.0% | -1.4% |
| 1Y | +5.3% | -44.8% | +50.0% | +9.2% |
| 3Y | +101.9% | -66.6% | +168.4% | +116.4% |
| All | +135.9% | -81.7% | +217.6% | +151.5% |
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 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