+6.0%
CMCSA vs WAT
+166.5%
-160.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | -5.6% | -2.9% | -2.7% | -4.9% |
| 30D | -1.9% | -3.2% | +1.3% | -1.1% |
| 3M | +6.4% | +10.6% | -4.2% | +3.5% |
| 6M | -16.9% | +34.0% | -51.0% | -24.1% |
| YTD | -6.8% | +5.7% | -12.5% | -9.5% |
| 1Y | -15.9% | +37.1% | -53.0% | -24.6% |
| 3Y | -33.4% | +52.4% | -85.8% | -45.1% |
| 5Y | -46.7% | -4.4% | -42.3% | -49.3% |
| All | +6.0% | +166.5% | -160.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling