+428.1%
WMT vs CMCSA
+7.4%
+420.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.0% |
| 30D | -7.4% | -1.1% | -6.4% | -7.3% |
| 3M | -10.9% | +6.6% | -17.4% | -12.3% |
| 6M | -12.7% | -15.5% | +2.8% | -10.1% |
| YTD | -3.2% | -6.7% | +3.5% | -2.6% |
| 1Y | +5.3% | -15.6% | +20.9% | +8.1% |
| 3Y | +101.9% | -33.7% | +135.5% | +116.2% |
| 5Y | +134.6% | -46.6% | +181.2% | +163.1% |
| All | +428.1% | +7.4% | +420.6% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling