-10.5%
CMCSA vs WOLF
+47.3%
-57.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -1.0% |
| 7D | -0.6% | +30.2% | -30.8% | +0.4% |
| 30D | +18.8% | -7.2% | +26.0% | +19.0% |
| 3M | -1.1% | -16.4% | +15.3% | -1.1% |
| 6M | +2.5% | -50.7% | +53.2% | +2.2% |
| YTD | -6.7% | +52.3% | -59.0% | -5.4% |
| 1Y | 0.0% | +35.6% | -35.6% | +1.3% |
| All | -10.5% | +47.3% | -57.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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