+10.5%
CMCSA vs WM
+305.9%
-295.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +7.0% | -2.4% | +9.4% | +8.2% |
| 3M | +15.1% | +0.4% | +14.7% | +14.7% |
| 6M | -15.4% | -9.5% | -5.9% | -11.6% |
| YTD | -1.9% | +0.5% | -2.4% | -2.6% |
| 1Y | -12.7% | -1.1% | -11.6% | -12.8% |
| 3Y | -31.0% | +46.0% | -77.0% | -44.8% |
| 5Y | -46.1% | +51.8% | -97.9% | -58.7% |
| All | +10.5% | +305.9% | -295.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling