-40.2%
CMCSA vs WU
-43.8%
+3.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +3.2% | -2.0% | +5.2% | +3.8% |
| 30D | +19.5% | +11.4% | +8.1% | +15.5% |
| 3M | -2.4% | -6.8% | +4.4% | -0.5% |
| 6M | +3.8% | -14.6% | +18.5% | +7.7% |
| YTD | -5.4% | -20.6% | +15.3% | +0.3% |
| 1Y | +1.1% | -15.4% | +16.5% | +4.7% |
| 3Y | -27.1% | -23.6% | -3.5% | -23.4% |
| All | -40.2% | -43.8% | +3.7% | -32.8% |
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