+211.4%
CMCSA vs WCC
+1,563.0%
-1,351.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | +3.2% | +9.9% | -6.8% | +0.9% |
| 30D | +19.5% | -8.4% | +28.0% | +20.8% |
| 3M | -2.4% | -10.3% | +7.9% | -1.4% |
| 6M | +3.8% | -10.5% | +14.3% | +3.9% |
| YTD | -5.4% | +32.2% | -37.6% | -14.4% |
| 1Y | +1.1% | +25.5% | -24.4% | -7.5% |
| 3Y | -27.1% | +134.7% | -161.8% | -45.1% |
| 5Y | -40.3% | +139.9% | -180.2% | -57.2% |
| 10Y | +6.0% | +433.5% | -427.5% | -43.4% |
| All | +211.4% | +1,563.0% | -1,351.6% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling