+43.0%
CMCSA vs W
+176.2%
-133.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | -2.1% | -4.2% | +2.1% | -1.8% |
| 30D | +7.0% | -7.6% | +14.6% | +7.6% |
| 3M | +15.1% | +37.2% | -22.1% | +11.3% |
| 6M | -15.4% | +26.3% | -41.7% | -17.9% |
| YTD | -1.9% | -1.0% | -0.9% | -3.4% |
| 1Y | -12.7% | +20.1% | -32.8% | -15.9% |
| 3Y | -31.0% | +37.8% | -68.8% | -37.0% |
| 5Y | -46.1% | -63.7% | +17.6% | -49.2% |
| 10Y | +10.8% | +156.3% | -145.5% | -17.7% |
| All | +43.0% | +176.2% | -133.2% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling