-41.1%
CMCSA vs WPM
+218.7%
-259.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +18.8% | -3.1% | +21.9% | +18.8% |
| 3M | -1.1% | -2.2% | +1.0% | -1.3% |
| 6M | +2.5% | -7.4% | +9.9% | +2.6% |
| YTD | -6.7% | +12.6% | -19.4% | -8.3% |
| 1Y | 0.0% | +22.8% | -22.9% | -2.5% |
| 3Y | -28.9% | +213.6% | -242.5% | -39.1% |
| 5Y | -41.1% | +211.2% | -252.3% | -52.1% |
| All | -41.1% | +218.7% | -259.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling