+6.1%
CMCSA vs WSM
+1,071.8%
-1,065.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | -1.1% | -7.7% | +6.7% | +0.2% |
| 3M | +6.6% | +3.8% | +2.8% | +5.8% |
| 6M | -15.5% | +22.7% | -38.1% | -18.6% |
| YTD | -6.7% | +28.0% | -34.7% | -11.1% |
| 1Y | -15.6% | +12.7% | -28.3% | -18.0% |
| 3Y | -33.7% | +231.3% | -265.0% | -49.0% |
| 5Y | -46.6% | +177.2% | -223.8% | -59.0% |
| All | +6.1% | +1,071.8% | -1,065.7% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling