+6.1%
CMCSA vs WU
-39.1%
+45.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -4.9% | -3.5% | -1.4% | -3.6% |
| 30D | -1.1% | -2.9% | +1.9% | 0.0% |
| 3M | +6.6% | -2.3% | +8.8% | +5.9% |
| 6M | -15.5% | -25.4% | +9.9% | -6.9% |
| YTD | -6.7% | -21.2% | +14.5% | +0.3% |
| 1Y | -15.6% | -8.9% | -6.7% | -15.0% |
| 3Y | -33.7% | -29.0% | -4.7% | -27.6% |
| 5Y | -46.6% | -50.7% | +4.1% | -33.7% |
| All | +6.1% | -39.1% | +45.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling