+315.3%
CMCSA vs WBD
+291.3%
+24.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +3.8% | +5.0% | -1.2% | +2.4% |
| 3M | +12.3% | +6.2% | +6.1% | +10.3% |
| 6M | -15.4% | +0.6% | -16.0% | -15.7% |
| YTD | -2.5% | -2.4% | -0.1% | -2.1% |
| 1Y | -13.4% | +127.7% | -141.1% | -34.0% |
| 3Y | -30.4% | +148.4% | -178.8% | -52.2% |
| 5Y | -45.0% | +4.2% | -49.2% | -54.0% |
| 10Y | +10.2% | +10.8% | -0.6% | -23.5% |
| All | +315.3% | +291.3% | +24.0% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling