+1,394.6%
WDC vs CMCSA
-35.0%
+1,429.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.7% | +0.6% |
| 7D | +7.5% | -8.3% | +15.8% | +6.8% |
| 30D | +10.1% | -2.4% | +12.5% | +9.9% |
| 3M | -6.8% | +4.5% | -11.3% | -6.5% |
| 6M | +84.1% | -18.8% | +102.9% | +88.9% |
| YTD | +180.3% | -8.9% | +189.2% | +180.8% |
| 1Y | +411.1% | -18.3% | +429.4% | +429.1% |
| All | +1,394.6% | -35.0% | +1,429.6% | +1,512.7% |
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