-45.0%
CMCSA vs WMB
+282.7%
-327.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +3.8% | +7.7% | -3.9% | +2.1% |
| 3M | +12.3% | +6.7% | +5.6% | +10.2% |
| 6M | -15.4% | +3.6% | -19.0% | -16.5% |
| YTD | -2.5% | +28.0% | -30.5% | -9.1% |
| 1Y | -13.4% | +37.6% | -51.0% | -21.3% |
| 3Y | -30.4% | +149.0% | -179.4% | -48.7% |
| 5Y | -45.0% | +285.3% | -330.3% | -65.1% |
| All | -45.0% | +282.7% | -327.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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