+1.8%
CMCSA vs WSM
+44.0%
-42.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +4.0% |
| 7D | +15.2% | +8.0% | +7.2% | +13.9% |
| 30D | +17.0% | +13.5% | +3.5% | +15.1% |
| 3M | +1.2% | +8.8% | -7.6% | 0.0% |
| 6M | -5.5% | +54.7% | -60.2% | -9.2% |
| YTD | -6.5% | +53.3% | -59.8% | -12.6% |
| 1Y | +1.8% | +41.1% | -39.3% | -2.1% |
| All | +1.8% | +44.0% | -42.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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