+6.1%
CMCSA vs WAB
+296.8%
-290.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.1% | -4.1% | +3.0% | +0.2% |
| 3M | +6.6% | +8.2% | -1.6% | +3.5% |
| 6M | -15.5% | +15.4% | -30.9% | -19.8% |
| YTD | -6.7% | +33.1% | -39.8% | -15.4% |
| 1Y | -15.6% | +48.1% | -63.7% | -26.2% |
| 3Y | -33.7% | +167.7% | -201.4% | -52.3% |
| 5Y | -46.6% | +225.7% | -272.3% | -64.2% |
| All | +6.1% | +296.8% | -290.7% | -39.3% |
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