-42.1%
CMCSA vs WST
-0.1%
-42.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | +5.0% | -3.1% | +8.1% | +5.5% |
| 30D | +16.5% | +9.1% | +7.4% | +14.9% |
| 3M | -1.6% | +14.7% | -16.3% | -3.7% |
| 6M | -5.0% | +28.0% | -33.0% | -8.7% |
| YTD | -8.3% | +45.6% | -53.9% | -13.8% |
| 1Y | +0.4% | +45.7% | -45.3% | -5.7% |
| 3Y | -31.0% | +21.1% | -52.1% | -36.5% |
| All | -42.1% | -0.1% | -42.0% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling