+8,296.9%
WFC vs CMCSA
+2,238.2%
+6,058.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.2% |
| 7D | +2.5% | +3.2% | -0.6% | +1.4% |
| 30D | +7.0% | +19.5% | -12.5% | +0.3% |
| 3M | -1.8% | -2.4% | +0.6% | -1.3% |
| 6M | +18.4% | +3.8% | +14.6% | +15.6% |
| YTD | -5.6% | -5.4% | -0.2% | -5.6% |
| 1Y | +3.9% | +1.1% | +2.8% | +1.2% |
| 3Y | +126.3% | -27.1% | +153.5% | +144.8% |
| 5Y | +91.1% | -40.3% | +131.4% | +118.6% |
| 10Y | +118.5% | +6.0% | +112.6% | +104.9% |
| All | +8,296.9% | +2,238.2% | +6,058.8% | +3,232.5% |
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