+2,236.9%
CMCSA vs WEC
+3,978.4%
-1,741.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +7.0% | -1.3% | +8.3% | +7.6% |
| 3M | +15.1% | -3.9% | +19.0% | +17.0% |
| 6M | -15.4% | -8.3% | -7.0% | -12.1% |
| YTD | -1.9% | +3.1% | -5.0% | -3.5% |
| 1Y | -12.7% | +1.9% | -14.7% | -13.8% |
| 3Y | -31.0% | +41.9% | -72.9% | -42.4% |
| 5Y | -46.1% | +30.8% | -76.9% | -53.8% |
| 10Y | +10.8% | +141.9% | -131.1% | -33.1% |
| All | +2,236.9% | +3,978.4% | -1,741.5% | +202.3% |
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