-40.8%
CMCSA vs WING
+3.2%
-44.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +21.0% | +32.3% | -11.3% | +18.0% |
| 3M | -0.9% | +50.2% | -51.1% | -4.6% |
| 6M | +2.9% | +31.7% | -28.8% | -0.1% |
| YTD | -5.9% | -29.6% | +23.7% | -4.5% |
| 1Y | +2.5% | -29.7% | +32.2% | +4.0% |
| 3Y | -28.3% | -19.8% | -8.5% | -31.5% |
| 5Y | -40.8% | +3.1% | -43.9% | -47.2% |
| All | -40.8% | +3.2% | -44.0% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling