+2,117.3%
CMCSA vs WEC
+4,404.6%
-2,287.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +3.9% |
| 30D | +19.8% | +12.8% | +7.0% | +13.5% |
| 3M | -0.3% | +11.2% | -11.5% | -5.1% |
| 6M | +0.3% | +6.6% | -6.3% | -2.9% |
| YTD | -6.9% | +13.8% | -20.7% | -12.5% |
| 1Y | +2.6% | +7.6% | -5.1% | -1.1% |
| 3Y | -29.0% | +62.2% | -91.2% | -44.1% |
| 5Y | -42.0% | +52.0% | -93.9% | -53.6% |
| 10Y | +6.4% | +189.4% | -182.9% | -40.9% |
| All | +2,117.3% | +4,404.6% | -2,287.3% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling