+1,264.6%
CMCSA vs WAT
+12,457.3%
-11,192.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +21.0% | +9.0% | +12.0% | +18.6% |
| 3M | -0.9% | +13.5% | -14.4% | -4.0% |
| 6M | +2.9% | +35.3% | -32.4% | -4.4% |
| YTD | -5.9% | +24.0% | -29.9% | -11.8% |
| 1Y | +2.5% | +22.0% | -19.5% | -3.7% |
| 3Y | -28.3% | +84.0% | -112.3% | -40.2% |
| 5Y | -40.8% | +34.4% | -75.1% | -47.8% |
| 10Y | +5.4% | +231.4% | -226.0% | -25.2% |
| All | +1,264.6% | +12,457.3% | -11,192.7% | +515.4% |
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