-42.0%
CMCSA vs WAT
+36.4%
-78.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +4.6% | +3.4% | +1.2% | +4.0% |
| 30D | +19.8% | +9.6% | +10.2% | +18.0% |
| 3M | -0.3% | +15.5% | -15.7% | -2.6% |
| 6M | +0.3% | +33.9% | -33.6% | -4.6% |
| YTD | -6.9% | +25.2% | -32.1% | -10.9% |
| 1Y | +2.6% | +26.3% | -23.7% | -2.1% |
| 3Y | -29.0% | +85.8% | -114.8% | -40.2% |
| 5Y | -42.0% | +35.3% | -77.3% | -48.8% |
| All | -42.0% | +36.4% | -78.4% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling