-46.7%
CMCSA vs WY
-22.3%
-24.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.3% |
| 7D | -5.6% | -3.7% | -1.9% | -4.4% |
| 30D | -1.9% | -11.3% | +9.4% | +2.2% |
| 3M | +6.4% | -8.1% | +14.6% | +9.2% |
| 6M | -16.9% | -7.4% | -9.5% | -15.2% |
| YTD | -6.8% | -4.7% | -2.1% | -6.0% |
| 1Y | -15.9% | -9.2% | -6.7% | -13.9% |
| 3Y | -33.4% | -24.7% | -8.7% | -28.5% |
| 5Y | -46.7% | -21.6% | -25.1% | -44.9% |
| All | -46.7% | -22.3% | -24.4% | -44.9% |
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