+202.9%
CMCSA vs WTW
+1,101.3%
-898.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -5.6% | -7.8% | +2.2% | -2.5% |
| 30D | -1.9% | -7.9% | +6.0% | +1.3% |
| 3M | +6.4% | +19.9% | -13.5% | -1.1% |
| 6M | -16.9% | +9.8% | -26.7% | -20.6% |
| YTD | -6.8% | -3.3% | -3.4% | -7.1% |
| 1Y | -15.9% | -3.3% | -12.6% | -16.4% |
| 3Y | -33.4% | +61.5% | -95.0% | -46.8% |
| 5Y | -46.7% | +42.6% | -89.3% | -55.8% |
| 10Y | +7.0% | +197.1% | -190.0% | -36.4% |
| All | +202.9% | +1,101.3% | -898.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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