+2,085.1%
CMCSA vs WM
+28,547.2%
-26,462.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.8% |
| 7D | +5.0% | +1.2% | +3.8% | +4.8% |
| 30D | +16.5% | +13.1% | +3.4% | +13.3% |
| 3M | -1.6% | +3.6% | -5.2% | -2.4% |
| 6M | -5.0% | +8.1% | -13.1% | -6.8% |
| YTD | -8.3% | +8.9% | -17.2% | -10.2% |
| 1Y | +0.4% | +20.3% | -19.9% | -3.9% |
| 3Y | -31.0% | +46.2% | -77.1% | -37.2% |
| 5Y | -42.5% | +59.9% | -102.4% | -49.0% |
| 10Y | +12.6% | +345.6% | -333.0% | -19.5% |
| All | +2,085.1% | +28,547.2% | -26,462.2% | +979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling