-48.2%
CMCSA vs WCC
+228.2%
-276.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.4% |
| 7D | -8.3% | +6.8% | -15.1% | -9.2% |
| 30D | -2.4% | -3.0% | +0.6% | -2.1% |
| 3M | +4.5% | +0.2% | +4.3% | +3.8% |
| 6M | -18.8% | +33.2% | -51.9% | -23.7% |
| YTD | -8.9% | +45.8% | -54.7% | -16.2% |
| 1Y | -18.3% | +68.4% | -86.7% | -27.3% |
| 3Y | -35.0% | +131.1% | -166.1% | -47.8% |
| 5Y | -48.2% | +225.6% | -273.8% | -64.5% |
| All | -48.2% | +228.2% | -276.4% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling