+10.2%
CMCSA vs WST
+321.8%
-311.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | -4.6% | +8.4% | +4.8% |
| 3M | +12.3% | +5.7% | +6.6% | +11.0% |
| 6M | -15.4% | +37.6% | -53.0% | -20.9% |
| YTD | -2.5% | +23.0% | -25.5% | -7.0% |
| 1Y | -13.4% | +33.8% | -47.2% | -19.0% |
| 3Y | -30.4% | -13.4% | -17.0% | -31.9% |
| 5Y | -45.0% | -27.0% | -18.1% | -45.3% |
| 10Y | +10.2% | +324.5% | -314.4% | -34.8% |
| All | +10.2% | +321.8% | -311.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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