-45.0%
CMCSA vs WWD
+192.1%
-237.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +3.8% | -6.4% | +10.3% | +4.9% |
| 3M | +12.3% | -5.6% | +17.9% | +12.6% |
| 6M | -15.4% | -9.1% | -6.3% | -15.0% |
| YTD | -2.5% | +12.5% | -15.0% | -6.9% |
| 1Y | -13.4% | +41.3% | -54.7% | -22.2% |
| 3Y | -30.4% | +170.2% | -200.6% | -49.5% |
| 5Y | -45.0% | +192.5% | -237.5% | -63.2% |
| All | -45.0% | +192.1% | -237.1% | -63.2% |
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