+8,627.7%
WFC vs CMCSA
+2,324.1%
+6,303.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.6% |
| 30D | +1.5% | +7.0% | -5.6% | -1.0% |
| 3M | +10.9% | +15.1% | -4.2% | +4.9% |
| 6M | +8.4% | -15.4% | +23.8% | +13.5% |
| YTD | -1.9% | -1.9% | 0.0% | -2.8% |
| 1Y | +12.3% | -12.7% | +25.1% | +15.6% |
| 3Y | +132.3% | -31.0% | +163.3% | +156.6% |
| 5Y | +130.1% | -46.1% | +176.2% | +173.1% |
| 10Y | +134.4% | +10.8% | +123.5% | +117.2% |
| All | +8,627.7% | +2,324.1% | +6,303.6% | +3,333.4% |
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