+1.8%
CMCSA vs WING
-23.2%
+25.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.2% | +4.7% |
| 7D | +15.2% | +21.0% | -5.8% | +13.8% |
| 30D | +17.0% | +56.9% | -39.9% | +13.6% |
| 3M | +1.2% | +38.4% | -37.1% | -1.0% |
| 6M | -5.5% | +12.0% | -17.5% | -6.2% |
| YTD | -6.5% | -29.2% | +22.7% | -7.0% |
| 1Y | +1.8% | -28.8% | +30.6% | +0.5% |
| All | +1.8% | -23.2% | +25.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling