-45.0%
CMCSA vs WEC
+34.9%
-79.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +3.8% | +0.3% | +3.5% | +3.6% |
| 3M | +12.3% | -2.9% | +15.3% | +13.3% |
| 6M | -15.4% | -5.9% | -9.5% | -13.6% |
| YTD | -2.5% | +4.1% | -6.6% | -4.0% |
| 1Y | -13.4% | +3.1% | -16.5% | -14.5% |
| 3Y | -30.4% | +40.8% | -71.1% | -39.4% |
| 5Y | -45.0% | +31.7% | -76.7% | -54.0% |
| All | -45.0% | +34.9% | -79.9% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling