-19.0%
CMCSA vs WETO
-99.4%
+80.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +2.4% |
| 7D | -5.6% | -19.9% | +14.3% | -5.6% |
| 30D | -1.9% | -42.7% | +40.8% | -2.1% |
| 3M | +6.4% | -97.7% | +104.2% | +6.0% |
| 6M | -16.9% | -94.4% | +77.5% | -17.4% |
| YTD | -6.8% | -97.0% | +90.2% | -7.6% |
| 1Y | -15.9% | -98.9% | +83.0% | -17.0% |
| All | -19.0% | -99.4% | +80.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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