+2,236.9%
CMCSA vs WMB
+5,535.5%
-3,298.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +7.0% | +3.3% | +3.8% | +6.3% |
| 3M | +15.1% | +3.1% | +12.0% | +14.1% |
| 6M | -15.4% | -0.7% | -14.6% | -15.6% |
| YTD | -1.9% | +25.2% | -27.1% | -6.5% |
| 1Y | -12.7% | +32.9% | -45.6% | -17.9% |
| 3Y | -31.0% | +140.6% | -171.6% | -42.5% |
| 5Y | -46.1% | +273.5% | -319.6% | -58.9% |
| 10Y | +10.8% | +334.2% | -323.4% | -21.0% |
| All | +2,236.9% | +5,535.5% | -3,298.6% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling