+4.6%
CMCSA vs WWD
+479.8%
-475.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -8.3% | +0.6% | -8.9% | -8.4% |
| 30D | -2.4% | -5.1% | +2.7% | -1.3% |
| 3M | +4.5% | -11.2% | +15.7% | +6.8% |
| 6M | -18.8% | -12.0% | -6.7% | -17.3% |
| YTD | -8.9% | +12.0% | -20.9% | -13.7% |
| 1Y | -18.3% | +42.8% | -61.1% | -28.2% |
| 3Y | -35.0% | +168.9% | -203.9% | -53.9% |
| 5Y | -48.2% | +192.2% | -240.4% | -65.0% |
| 10Y | +4.6% | +495.3% | -490.7% | -44.5% |
| All | +4.6% | +479.8% | -475.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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