-15.9%
CMCSA vs WWD
+40.3%
-56.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.3% |
| 7D | -5.6% | -2.9% | -2.7% | -5.7% |
| 30D | -1.9% | -6.6% | +4.7% | -2.2% |
| 3M | +6.4% | -9.3% | +15.8% | +5.5% |
| 6M | -16.9% | -13.6% | -3.3% | -17.6% |
| YTD | -6.8% | +10.4% | -17.1% | -7.6% |
| 1Y | -15.9% | +39.9% | -55.8% | -19.0% |
| All | -15.9% | +40.3% | -56.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling