+34.4%
CMCSA vs W
+224.6%
-190.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.1% |
| 7D | +2.7% | +3.3% | -0.6% | +2.4% |
| 30D | +18.6% | +10.5% | +8.1% | +17.6% |
| 3M | -1.8% | +9.6% | -11.5% | -2.8% |
| 6M | -0.7% | +76.4% | -77.0% | -6.1% |
| YTD | -7.8% | +16.4% | -24.2% | -10.5% |
| 1Y | +0.7% | +9.3% | -8.6% | -1.9% |
| 3Y | -28.0% | +172.8% | -200.8% | -37.8% |
| 5Y | -42.1% | -53.4% | +11.3% | -46.5% |
| 10Y | +8.2% | +243.6% | -235.5% | -21.3% |
| All | +34.4% | +224.6% | -190.3% | -2.1% |
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 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