+2,236.9%
CMCSA vs WST
+12,330.1%
-10,093.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +7.0% | -3.1% | +10.2% | +7.9% |
| 3M | +15.1% | +7.2% | +7.9% | +12.7% |
| 6M | -15.4% | +36.8% | -52.2% | -22.9% |
| YTD | -1.9% | +23.8% | -25.7% | -8.4% |
| 1Y | -12.7% | +37.8% | -50.5% | -21.4% |
| 3Y | -31.0% | -15.9% | -15.1% | -33.4% |
| 5Y | -46.1% | -25.8% | -20.3% | -47.7% |
| 10Y | +10.8% | +319.6% | -308.8% | -41.8% |
| All | +2,236.9% | +12,330.1% | -10,093.2% | +306.7% |
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