+17,845.4%
WDC vs CMCSA
+2,324.1%
+15,521.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.1% |
| 7D | +1.7% | -2.1% | +3.8% | +2.5% |
| 30D | -10.0% | +7.0% | -17.0% | -12.3% |
| 3M | -18.8% | +15.1% | -33.8% | -23.9% |
| 6M | +79.0% | -15.4% | +94.4% | +84.6% |
| YTD | +171.6% | -1.9% | +173.5% | +164.0% |
| 1Y | +417.4% | -12.7% | +430.1% | +420.3% |
| 3Y | +1,251.8% | -31.0% | +1,282.8% | +1,356.2% |
| 5Y | +911.7% | -46.1% | +957.8% | +1,080.9% |
| 10Y | +1,399.6% | +10.8% | +1,388.8% | +1,264.9% |
| All | +17,845.4% | +2,324.1% | +15,521.3% | +6,483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling