+4.7%
CMCSA vs W
+212.4%
-207.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +19.5% | +6.8% | +12.7% | +18.7% |
| 3M | -2.4% | +10.7% | -13.1% | -3.5% |
| 6M | +3.8% | +86.3% | -82.5% | -2.7% |
| YTD | -5.4% | +11.5% | -16.8% | -8.0% |
| 1Y | +1.1% | +5.1% | -4.0% | -1.3% |
| 3Y | -27.1% | +171.0% | -198.1% | -37.8% |
| 5Y | -40.3% | -56.6% | +16.3% | -44.7% |
| All | +4.7% | +212.4% | -207.6% | -27.2% |
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