+1,321.9%
CMCSA vs WWD
+14,675.7%
-13,353.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.2% | +4.0% | -0.8% | +2.1% |
| 30D | +19.5% | +0.4% | +19.1% | +19.0% |
| 3M | -2.4% | -7.9% | +5.5% | -1.0% |
| 6M | +3.8% | -10.6% | +14.5% | +5.4% |
| YTD | -5.4% | +9.4% | -14.8% | -9.7% |
| 1Y | +1.1% | +25.7% | -24.6% | -7.3% |
| 3Y | -27.1% | +148.5% | -175.7% | -45.3% |
| 5Y | -40.3% | +189.5% | -229.8% | -57.7% |
| 10Y | +6.0% | +451.8% | -445.8% | -40.0% |
| All | +1,321.9% | +14,675.7% | -13,353.8% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling