+1,322.7%
CMCSA vs WAT
+10,816.8%
-9,494.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +7.0% | +2.3% | +4.7% | +6.4% |
| 3M | +15.1% | +8.7% | +6.4% | +12.7% |
| 6M | -15.4% | +28.3% | -43.7% | -20.8% |
| YTD | -1.9% | +7.8% | -9.7% | -4.9% |
| 1Y | -12.7% | +36.6% | -49.3% | -20.0% |
| 3Y | -31.0% | +45.7% | -76.7% | -39.3% |
| 5Y | -46.1% | -3.3% | -42.8% | -48.8% |
| 10Y | +10.8% | +162.1% | -151.3% | -17.3% |
| All | +1,322.7% | +10,816.8% | -9,494.1% | +563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling