-48.2%
CMCSA vs WCN
+27.0%
-75.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.2% |
| 7D | -8.3% | -1.7% | -6.5% | -7.7% |
| 30D | -2.4% | -3.0% | +0.6% | -1.4% |
| 3M | +4.5% | +2.5% | +2.0% | +3.7% |
| 6M | -18.8% | -5.7% | -13.1% | -17.4% |
| YTD | -8.9% | -7.4% | -1.5% | -7.0% |
| 1Y | -18.3% | -8.6% | -9.7% | -16.3% |
| 3Y | -35.0% | +19.4% | -54.3% | -39.5% |
| 5Y | -48.2% | +27.2% | -75.4% | -54.2% |
| All | -48.2% | +27.0% | -75.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling