-15.9%
CMCSA vs WPM
+44.1%
-60.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.0% | +2.2% |
| 7D | -5.6% | -3.6% | -1.9% | -5.7% |
| 30D | -1.9% | +12.5% | -14.3% | -1.5% |
| 3M | +6.4% | +40.6% | -34.2% | +7.7% |
| 6M | -16.9% | +0.5% | -17.5% | -16.5% |
| YTD | -6.8% | +29.0% | -35.8% | -4.1% |
| 1Y | -15.9% | +43.8% | -59.7% | -12.9% |
| All | -15.9% | +44.1% | -60.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling