+92.0%
WFC vs CMCSA
-41.3%
+133.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +3.6% | +21.0% | -17.4% | -2.9% |
| 3M | -1.3% | -0.9% | -0.4% | -1.4% |
| 6M | +18.0% | +2.9% | +15.1% | +15.8% |
| YTD | -5.9% | -5.9% | 0.0% | -5.9% |
| 1Y | +1.8% | +2.5% | -0.7% | -2.0% |
| 3Y | +125.0% | -28.3% | +153.3% | +148.3% |
| 5Y | +92.0% | -40.8% | +132.8% | +124.2% |
| All | +92.0% | -41.3% | +133.2% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling