+2,117.3%
CMCSA vs WST
+14,983.8%
-12,866.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | +19.8% | +12.7% | +7.1% | +15.8% |
| 3M | -0.3% | +17.2% | -17.4% | -4.8% |
| 6M | +0.3% | +26.7% | -26.4% | -6.6% |
| YTD | -6.9% | +50.3% | -57.2% | -17.8% |
| 1Y | +2.6% | +50.2% | -47.6% | -9.5% |
| 3Y | -29.0% | +21.7% | -50.8% | -38.7% |
| 5Y | -42.0% | +2.0% | -44.0% | -48.7% |
| 10Y | +6.4% | +451.1% | -444.7% | -48.4% |
| All | +2,117.3% | +14,983.8% | -12,866.5% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling