-24.7%
WULF vs CMCSA
-47.2%
+22.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -4.9% | +6.3% | +3.6% |
| 30D | -2.6% | -1.1% | -1.6% | -2.9% |
| 3M | -34.0% | +6.6% | -40.5% | -37.6% |
| 6M | +10.0% | -15.5% | +25.5% | +17.2% |
| YTD | +45.7% | -6.7% | +52.4% | +44.5% |
| 1Y | +57.3% | -15.6% | +72.9% | +65.7% |
| 3Y | +878.9% | -33.7% | +912.6% | +1,123.1% |
| All | -24.7% | -47.2% | +22.5% | -21.6% |
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