+310.9%
CMCSA vs WPM
+5,046.3%
-4,735.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +3.2% | -3.6% | +6.7% | +3.4% |
| 30D | +19.5% | +1.4% | +18.1% | +19.2% |
| 3M | -2.4% | -0.2% | -2.2% | -2.8% |
| 6M | +3.8% | -7.3% | +11.2% | +3.8% |
| YTD | -5.4% | +12.3% | -17.7% | -7.6% |
| 1Y | +1.1% | +24.9% | -23.8% | -2.3% |
| 3Y | -27.1% | +210.4% | -237.5% | -36.3% |
| 5Y | -40.3% | +210.4% | -250.6% | -48.2% |
| 10Y | +6.0% | +731.7% | -725.7% | -19.1% |
| All | +310.9% | +5,046.3% | -4,735.4% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling