+2.5%
WFC vs CMCSA
+3.3%
-0.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.8% |
| 7D | +4.5% | +15.2% | -10.7% | +3.3% |
| 30D | +7.4% | +17.0% | -9.6% | +5.9% |
| 3M | -0.5% | +1.2% | -1.7% | -0.9% |
| 6M | +11.7% | -5.5% | +17.2% | +11.8% |
| YTD | -4.6% | -6.5% | +1.9% | -3.7% |
| 1Y | +2.5% | +1.8% | +0.7% | +2.6% |
| All | +2.5% | +3.3% | -0.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling