-15.9%
CMCSA vs WCC
+62.7%
-78.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.2% |
| 7D | -5.6% | +1.7% | -7.2% | -5.5% |
| 30D | -1.9% | -6.1% | +4.2% | -2.1% |
| 3M | +6.4% | +3.1% | +3.4% | +6.6% |
| 6M | -16.9% | +28.2% | -45.2% | -17.2% |
| YTD | -6.8% | +41.1% | -47.9% | -7.5% |
| 1Y | -15.9% | +61.3% | -77.2% | -17.1% |
| All | -15.9% | +62.7% | -78.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling