+2,135.2%
CMCSA vs WM
+29,154.7%
-27,019.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +12.0% | +4.5% | +7.5% | +10.9% |
| 30D | +17.5% | +16.1% | +1.5% | +13.6% |
| 3M | +2.4% | +8.0% | -5.7% | +0.6% |
| 6M | -2.9% | +8.4% | -11.4% | -4.8% |
| YTD | -6.2% | +11.2% | -17.4% | -8.5% |
| 1Y | +0.4% | +22.3% | -21.9% | -4.2% |
| 3Y | -30.6% | +50.2% | -80.8% | -37.2% |
| 5Y | -41.2% | +63.3% | -104.5% | -48.1% |
| 10Y | +15.2% | +355.0% | -339.9% | -18.0% |
| All | +2,135.2% | +29,154.7% | -27,019.5% | +999.4% |
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