-45.0%
CMCSA vs WST
-25.8%
-19.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +12.3% | +5.7% | +6.6% | +11.3% |
| 6M | -15.4% | +37.6% | -53.0% | -19.4% |
| YTD | -2.5% | +23.0% | -25.5% | -5.8% |
| 1Y | -13.4% | +33.8% | -47.2% | -17.5% |
| 3Y | -30.4% | -13.4% | -17.0% | -31.4% |
| 5Y | -45.0% | -27.0% | -18.1% | -50.6% |
| All | -45.0% | -25.8% | -19.3% | -50.6% |
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 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