-29.0%
CMCSA vs WEC
+62.9%
-91.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | +19.8% | +12.8% | +7.0% | +15.4% |
| 3M | -0.3% | +11.2% | -11.5% | -3.6% |
| 6M | +0.3% | +6.6% | -6.3% | -1.9% |
| YTD | -6.9% | +13.8% | -20.7% | -10.4% |
| 1Y | +2.6% | +7.6% | -5.1% | +0.3% |
| 3Y | -29.0% | +62.2% | -91.2% | -39.2% |
| All | -29.0% | +62.9% | -91.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling