+2,222.8%
CMCSA vs WY
+676.8%
+1,546.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | +3.8% | -10.5% | +14.3% | +7.9% |
| 3M | +12.3% | -4.9% | +17.2% | +14.0% |
| 6M | -15.4% | -4.9% | -10.5% | -14.3% |
| YTD | -2.5% | -1.7% | -0.8% | -2.7% |
| 1Y | -13.4% | -9.4% | -4.0% | -11.2% |
| 3Y | -30.4% | -22.3% | -8.1% | -25.9% |
| 5Y | -45.0% | -20.5% | -24.5% | -42.8% |
| 10Y | +10.2% | +4.9% | +5.2% | -4.3% |
| All | +2,222.8% | +676.8% | +1,546.0% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling