-45.0%
CMCSA vs W
-63.0%
+18.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | +6.5% | -6.4% | -0.4% |
| 30D | +3.8% | -6.2% | +10.0% | +4.3% |
| 3M | +12.3% | +48.9% | -36.5% | +7.6% |
| 6M | -15.4% | +31.2% | -46.6% | -18.4% |
| YTD | -2.5% | -0.4% | -2.1% | -4.1% |
| 1Y | -13.4% | +14.8% | -28.2% | -16.5% |
| 3Y | -30.4% | +40.5% | -70.9% | -37.4% |
| 5Y | -45.0% | -62.1% | +17.1% | -51.0% |
| All | -45.0% | -63.0% | +18.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling