-12.6%
CMCSA vs WOLF
+51.6%
-64.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.5% | -1.1% | -6.7% |
| 7D | -8.3% | +2.4% | -10.6% | -8.2% |
| 30D | -2.4% | -6.9% | +4.5% | -2.6% |
| 3M | +4.5% | -44.1% | +48.6% | +3.8% |
| 6M | -18.8% | +53.6% | -72.4% | -17.9% |
| YTD | -8.9% | +56.7% | -65.6% | -8.0% |
| All | -12.6% | +51.6% | -64.2% | -10.4% |
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