+1,272.3%
CMCSA vs WAT
+12,173.3%
-10,901.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +19.5% | +5.4% | +14.1% | +18.0% |
| 3M | -2.4% | +11.3% | -13.7% | -5.0% |
| 6M | +3.8% | +37.4% | -33.6% | -3.8% |
| YTD | -5.4% | +21.2% | -26.5% | -10.9% |
| 1Y | +1.1% | +21.3% | -20.2% | -4.8% |
| 3Y | -27.1% | +83.4% | -110.5% | -39.2% |
| 5Y | -40.3% | +29.0% | -69.3% | -46.9% |
| 10Y | +6.0% | +223.9% | -217.9% | -24.4% |
| All | +1,272.3% | +12,173.3% | -10,901.1% | +521.9% |
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