+4.6%
CMCSA vs W
+142.4%
-137.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | +5.9% | -14.2% | -8.7% |
| 30D | -2.4% | -3.0% | +0.6% | -2.2% |
| 3M | +4.5% | +40.3% | -35.8% | +0.7% |
| 6M | -18.8% | +32.2% | -51.0% | -21.7% |
| YTD | -8.9% | -0.3% | -8.6% | -10.5% |
| 1Y | -18.3% | +16.2% | -34.5% | -21.3% |
| 3Y | -35.0% | +40.7% | -75.7% | -41.2% |
| 5Y | -48.2% | -62.3% | +14.2% | -51.3% |
| 10Y | +4.6% | +162.2% | -157.7% | -29.1% |
| All | +4.6% | +142.4% | -137.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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