+1,228.2%
WDC vs CMCSA
+7.3%
+1,220.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.4% |
| 7D | +4.4% | -5.6% | +10.0% | +6.6% |
| 30D | +5.3% | -1.9% | +7.2% | +5.6% |
| 3M | -5.9% | +6.4% | -12.4% | -10.4% |
| 6M | +73.2% | -16.9% | +90.2% | +82.6% |
| YTD | +167.8% | -6.8% | +174.6% | +162.8% |
| 1Y | +386.0% | -15.9% | +401.9% | +399.0% |
| 3Y | +1,309.7% | -33.4% | +1,343.1% | +1,502.2% |
| 5Y | +957.1% | -46.7% | +1,003.8% | +1,242.8% |
| All | +1,228.2% | +7.3% | +1,220.9% | +1,148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling