-40.8%
CMCSA vs WWD
+191.3%
-232.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +0.7% | +3.7% | -3.0% | +0.1% |
| 30D | +21.0% | +1.8% | +19.2% | +20.4% |
| 3M | -0.9% | -5.0% | +4.0% | -0.4% |
| 6M | +2.9% | -8.4% | +11.3% | +3.4% |
| YTD | -5.9% | +12.3% | -18.2% | -10.2% |
| 1Y | +2.5% | +26.2% | -23.8% | -5.2% |
| 3Y | -28.3% | +154.6% | -182.8% | -46.7% |
| 5Y | -40.8% | +195.3% | -236.1% | -59.5% |
| All | -40.8% | +191.3% | -232.1% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling