-40.2%
CMCSA vs WM
+61.9%
-102.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | +19.5% | +13.0% | +6.5% | +15.4% |
| 3M | -2.4% | +9.2% | -11.6% | -4.9% |
| 6M | +3.8% | +13.6% | -9.8% | 0.0% |
| YTD | -5.4% | +12.4% | -17.8% | -8.6% |
| 1Y | +1.1% | +21.2% | -20.1% | -4.2% |
| 3Y | -27.1% | +48.7% | -75.8% | -35.3% |
| All | -40.2% | +61.9% | -102.0% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling