+770.0%
WDC vs CMCSA
-27.5%
+797.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -4.7% |
| 7D | +12.1% | +3.2% | +8.9% | +12.7% |
| 30D | -18.8% | +19.5% | -38.3% | -16.1% |
| 3M | -39.3% | -2.4% | -36.9% | -38.8% |
| 6M | -40.1% | +3.8% | -44.0% | -38.7% |
| YTD | +71.8% | -5.4% | +77.2% | +75.0% |
| 1Y | +88.5% | +1.1% | +87.4% | +89.5% |
| 3Y | +770.0% | -27.1% | +797.1% | +815.5% |
| All | +770.0% | -27.5% | +797.5% | +815.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling