-31.0%
CMCSA vs WST
+19.1%
-50.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | +5.0% | -3.1% | +8.1% | +5.3% |
| 30D | +16.5% | +9.1% | +7.4% | +15.5% |
| 3M | -1.6% | +14.7% | -16.3% | -2.9% |
| 6M | -5.0% | +28.0% | -33.0% | -7.4% |
| YTD | -8.3% | +45.6% | -53.9% | -11.7% |
| 1Y | +0.4% | +45.7% | -45.3% | -3.4% |
| 3Y | -31.0% | +21.1% | -52.1% | -37.5% |
| All | -31.0% | +19.1% | -50.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling