+4.6%
CMCSA vs WEC
+141.2%
-136.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -2.4% | +0.9% | -3.3% | -2.8% |
| 3M | +4.5% | -5.3% | +9.8% | +6.4% |
| 6M | -18.8% | -6.6% | -12.2% | -16.8% |
| YTD | -8.9% | +3.3% | -12.2% | -10.1% |
| 1Y | -18.3% | +2.1% | -20.4% | -19.1% |
| 3Y | -35.0% | +39.6% | -74.5% | -43.1% |
| 5Y | -48.2% | +31.2% | -79.3% | -53.9% |
| 10Y | +4.6% | +148.4% | -143.9% | -16.0% |
| All | +4.6% | +141.2% | -136.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling