+2,085.1%
CMCSA vs WST
+14,518.0%
-12,432.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | +5.0% | -3.1% | +8.1% | +5.9% |
| 30D | +16.5% | +9.1% | +7.4% | +13.6% |
| 3M | -1.6% | +14.7% | -16.3% | -5.5% |
| 6M | -5.0% | +28.0% | -33.0% | -11.8% |
| YTD | -8.3% | +45.6% | -53.9% | -18.3% |
| 1Y | +0.4% | +45.7% | -45.3% | -10.7% |
| 3Y | -31.0% | +21.1% | -52.1% | -40.4% |
| 5Y | -42.5% | +0.3% | -42.9% | -49.0% |
| 10Y | +12.6% | +449.0% | -436.5% | -45.4% |
| All | +2,085.1% | +14,518.0% | -12,432.9% | +262.9% |
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