+1,762.4%
WULF vs CMCSA
+1,258.8%
+503.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -3.6% |
| 7D | +15.6% | -8.3% | +23.9% | +16.3% |
| 30D | +5.7% | -2.4% | +8.2% | +5.8% |
| 3M | -32.3% | +4.5% | -36.8% | -32.8% |
| 6M | +23.7% | -18.8% | +42.4% | +25.3% |
| YTD | +49.1% | -8.9% | +58.0% | +49.5% |
| 1Y | +66.3% | -18.3% | +84.6% | +68.1% |
| 3Y | +851.7% | -35.0% | +886.6% | +881.0% |
| 5Y | -30.9% | -48.2% | +17.2% | -28.8% |
| 10Y | +86.9% | +4.6% | +82.4% | +88.4% |
| All | +1,762.4% | +1,258.8% | +503.6% | +2,041.1% |
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