-35.3%
CMCSA vs WAB
+164.8%
-200.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -2.4% | -4.6% | +2.1% | -1.3% |
| 3M | +4.5% | +5.6% | -1.1% | +2.4% |
| 6M | -18.8% | +13.8% | -32.6% | -22.3% |
| YTD | -8.9% | +31.9% | -40.8% | -17.0% |
| 1Y | -18.3% | +48.3% | -66.6% | -28.5% |
| All | -35.3% | +164.8% | -200.1% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling