+740.4%
WMT vs CHTR
+316.5%
+423.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.9% |
| 7D | 0.0% | -4.1% | +4.1% | +0.5% |
| 30D | -7.4% | -3.0% | -4.5% | -7.3% |
| 3M | -10.9% | +4.8% | -15.6% | -11.9% |
| 6M | -12.7% | -35.0% | +22.3% | -8.8% |
| YTD | -3.2% | -30.2% | +27.0% | -0.2% |
| 1Y | +5.3% | -44.8% | +50.0% | +12.1% |
| 3Y | +101.9% | -66.6% | +168.4% | +126.6% |
| 5Y | +134.6% | -81.5% | +216.0% | +186.7% |
| 10Y | +440.4% | -44.8% | +485.2% | +440.6% |
| All | +740.4% | +316.5% | +423.9% | +518.5% |
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 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