+3.5%
CMCSA vs WAT
+168.6%
-165.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.7% |
| 7D | -8.3% | -1.8% | -6.5% | -7.9% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | +4.5% | +9.1% | -4.6% | +1.9% |
| 6M | -18.8% | +32.4% | -51.2% | -25.5% |
| YTD | -8.9% | +6.6% | -15.5% | -11.8% |
| 1Y | -18.3% | +34.7% | -53.0% | -26.3% |
| 3Y | -35.0% | +53.6% | -88.5% | -46.5% |
| 5Y | -48.2% | -4.1% | -44.1% | -50.7% |
| All | +3.5% | +168.6% | -165.1% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling