-40.2%
CMCSA vs WY
-31.4%
-8.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +19.5% | +10.1% | +9.4% | +15.6% |
| 3M | -2.4% | -15.4% | +13.0% | +3.2% |
| 6M | +3.8% | -8.3% | +12.2% | +6.3% |
| YTD | -5.4% | -9.8% | +4.4% | -2.9% |
| 1Y | +1.1% | -3.9% | +5.0% | +1.3% |
| 3Y | -27.1% | -23.3% | -3.8% | -22.7% |
| All | -40.2% | -31.4% | -8.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling