-30.4%
CMCSA vs WCC
+137.6%
-168.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | +0.1% | +8.5% | -8.4% | -0.8% |
| 30D | +3.8% | -1.0% | +4.8% | +3.8% |
| 3M | +12.3% | +2.1% | +10.2% | +11.6% |
| 6M | -15.4% | +36.8% | -52.2% | -19.8% |
| YTD | -2.5% | +47.7% | -50.2% | -9.1% |
| 1Y | -13.4% | +66.5% | -79.9% | -21.2% |
| 3Y | -30.4% | +134.2% | -164.5% | -42.0% |
| All | -30.4% | +137.6% | -168.0% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling