+1,374.1%
CMCSA vs WWD
+15,408.5%
-14,034.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | +7.0% | -7.2% | +14.2% | +8.9% |
| 3M | +15.1% | -3.8% | +18.9% | +15.3% |
| 6M | -15.4% | -9.9% | -5.4% | -14.4% |
| YTD | -1.9% | +14.8% | -16.7% | -7.1% |
| 1Y | -12.7% | +42.1% | -54.8% | -22.2% |
| 3Y | -31.0% | +170.8% | -201.8% | -49.1% |
| 5Y | -46.1% | +197.5% | -243.6% | -61.9% |
| 10Y | +10.8% | +477.8% | -467.0% | -37.7% |
| All | +1,374.1% | +15,408.5% | -14,034.4% | +394.3% |
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