+6.1%
CMCSA vs WBD
+15.0%
-8.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -1.1% | +1.4% | -2.5% | -1.3% |
| 3M | +6.6% | +4.4% | +2.2% | +5.5% |
| 6M | -15.5% | +0.8% | -16.3% | -15.7% |
| YTD | -6.7% | -2.7% | -4.0% | -6.3% |
| 1Y | -15.6% | +73.4% | -89.0% | -26.0% |
| 3Y | -33.7% | +142.1% | -175.8% | -49.5% |
| 5Y | -46.6% | +7.2% | -53.9% | -53.3% |
| All | +6.1% | +15.0% | -8.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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