-18.3%
CMCSA vs W
+15.1%
-33.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -8.3% | +5.9% | -14.2% | -8.3% |
| 30D | -2.4% | -3.0% | +0.6% | -2.4% |
| 3M | +4.5% | +40.3% | -35.8% | +4.5% |
| 6M | -18.8% | +32.2% | -51.0% | -19.0% |
| YTD | -8.9% | -0.3% | -8.6% | -9.8% |
| 1Y | -18.3% | +16.2% | -34.5% | -20.5% |
| All | -18.3% | +15.1% | -33.4% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling