+128.3%
WFC vs CMCSA
-48.8%
+177.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.6% | +8.6% | +4.1% |
| 7D | +0.4% | -8.3% | +8.7% | +3.2% |
| 30D | +2.5% | -2.4% | +4.9% | +3.0% |
| 3M | +10.0% | +4.5% | +5.5% | +7.6% |
| 6M | +15.1% | -18.8% | +33.8% | +22.1% |
| YTD | -2.2% | -8.9% | +6.7% | -1.0% |
| 1Y | +13.5% | -18.3% | +31.8% | +19.7% |
| 3Y | +135.2% | -35.0% | +170.2% | +168.3% |
| 5Y | +128.3% | -48.2% | +176.5% | +166.0% |
| All | +128.3% | -48.8% | +177.2% | +166.0% |
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