-30.4%
CMCSA vs WING
-31.3%
+0.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | +3.8% | -6.0% | +9.9% | +4.2% |
| 3M | +12.3% | -23.5% | +35.8% | +14.0% |
| 6M | -15.4% | -52.0% | +36.6% | -11.9% |
| YTD | -2.5% | -53.8% | +51.3% | +1.2% |
| 1Y | -13.4% | -63.8% | +50.4% | -9.2% |
| 3Y | -30.4% | -30.8% | +0.4% | -40.0% |
| All | -30.4% | -31.3% | +0.9% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling