+2,236.9%
CMCSA vs WM
+26,336.4%
-24,099.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +7.0% | -2.4% | +9.4% | +7.6% |
| 3M | +15.1% | +0.4% | +14.7% | +14.9% |
| 6M | -15.4% | -9.5% | -5.9% | -13.5% |
| YTD | -1.9% | +0.5% | -2.4% | -2.2% |
| 1Y | -12.7% | -1.1% | -11.6% | -12.7% |
| 3Y | -31.0% | +46.0% | -77.0% | -37.2% |
| 5Y | -46.1% | +51.8% | -97.9% | -51.6% |
| 10Y | +10.8% | +307.5% | -296.7% | -19.1% |
| All | +2,236.9% | +26,336.4% | -24,099.5% | +1,076.0% |
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 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