-42.1%
CMCSA vs WMB
+178.0%
-220.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +5.0% | -13.8% | +18.9% | +7.7% |
| 30D | +16.5% | -10.3% | +26.8% | +18.2% |
| 3M | -1.6% | -10.1% | +8.5% | -0.3% |
| 6M | -5.0% | -11.8% | +6.8% | -3.8% |
| YTD | -8.3% | +8.9% | -17.2% | -12.3% |
| 1Y | +0.4% | +14.0% | -13.6% | -5.4% |
| 3Y | -31.0% | +100.5% | -131.5% | -47.0% |
| All | -42.1% | +178.0% | -220.1% | -59.5% |
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