+8,919.3%
WMT vs CMCSA
+2,309.4%
+6,609.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.0% | +3.8% | -8.8% | -5.8% |
| 3M | -11.3% | +12.3% | -23.6% | -13.6% |
| 6M | -13.8% | -15.4% | +1.6% | -11.2% |
| YTD | -4.2% | -2.5% | -1.7% | -4.4% |
| 1Y | +4.6% | -13.4% | +17.9% | +6.8% |
| 3Y | +100.5% | -30.4% | +130.8% | +111.8% |
| 5Y | +129.7% | -45.0% | +174.7% | +151.5% |
| 10Y | +423.4% | +10.2% | +413.3% | +381.9% |
| All | +8,919.3% | +2,309.4% | +6,609.8% | +3,295.0% |
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 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