+4.7%
CMCSA vs WAB
+266.7%
-261.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +3.2% | +5.1% | -1.9% | +1.6% |
| 30D | +19.5% | +4.0% | +15.5% | +17.8% |
| 3M | -2.4% | +0.1% | -2.5% | -2.8% |
| 6M | +3.8% | +12.8% | -8.9% | -0.8% |
| YTD | -5.4% | +40.1% | -45.5% | -15.8% |
| 1Y | +1.1% | +46.4% | -45.3% | -11.3% |
| 3Y | -27.1% | +167.4% | -194.5% | -47.7% |
| 5Y | -40.3% | +215.0% | -255.3% | -59.8% |
| All | +4.7% | +266.7% | -261.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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