-33.8%
CMCSA vs WY
-25.0%
-8.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.1% |
| 7D | -5.6% | -3.7% | -1.9% | -4.6% |
| 30D | -1.9% | -11.3% | +9.4% | +1.4% |
| 3M | +6.4% | -8.1% | +14.6% | +8.7% |
| 6M | -16.9% | -7.4% | -9.5% | -15.5% |
| YTD | -6.8% | -4.7% | -2.1% | -6.1% |
| 1Y | -15.9% | -9.2% | -6.7% | -14.2% |
| All | -33.8% | -25.0% | -8.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling