-15.6%
CMCSA vs WSM
+12.7%
-28.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | -1.1% | -7.7% | +6.7% | -0.1% |
| 3M | +6.6% | +3.8% | +2.8% | +6.2% |
| 6M | -15.5% | +22.7% | -38.1% | -17.2% |
| YTD | -6.7% | +28.0% | -34.7% | -10.6% |
| 1Y | -15.6% | +12.7% | -28.3% | -17.8% |
| All | -15.6% | +12.7% | -28.3% | -17.8% |
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