-12.5%
CMCSA vs WST
+34.1%
-46.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.7% |
| 3M | +12.3% | +5.7% | +6.6% | +11.1% |
| 6M | -15.4% | +37.6% | -53.0% | -19.8% |
| YTD | -2.5% | +23.0% | -25.5% | -6.4% |
| All | -12.5% | +34.1% | -46.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling