+2,236.9%
CMCSA vs WSM
+34,755.7%
-32,518.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -2.1% | -3.3% | +1.2% | -1.5% |
| 30D | +7.0% | -8.4% | +15.4% | +8.7% |
| 3M | +15.1% | +9.7% | +5.4% | +13.0% |
| 6M | -15.4% | +16.7% | -32.0% | -18.1% |
| YTD | -1.9% | +28.7% | -30.6% | -7.1% |
| 1Y | -12.7% | +13.7% | -26.4% | -15.5% |
| 3Y | -31.0% | +230.1% | -261.1% | -47.4% |
| 5Y | -46.1% | +179.0% | -225.1% | -58.8% |
| 10Y | +10.8% | +1,002.5% | -991.7% | -39.5% |
| All | +2,236.9% | +34,755.7% | -32,518.8% | +513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling