-46.7%
CMCSA vs WU
-51.6%
+4.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -5.6% | -5.0% | -0.6% | -4.1% |
| 30D | -1.9% | -2.3% | +0.4% | -1.2% |
| 3M | +6.4% | -3.2% | +9.7% | +6.2% |
| 6M | -16.9% | -25.0% | +8.1% | -9.8% |
| YTD | -6.8% | -21.7% | +14.9% | -0.6% |
| 1Y | -15.9% | -9.0% | -6.9% | -15.4% |
| 3Y | -33.4% | -28.9% | -4.5% | -28.0% |
| 5Y | -46.7% | -51.0% | +4.3% | -36.6% |
| All | -46.7% | -51.6% | +4.9% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling