0.0%
CMCSA vs BBWI
+1.2%
-1.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.6% |
| 7D | -0.6% | -4.5% | +3.9% | -0.1% |
| 30D | +18.8% | +17.1% | +1.7% | +17.1% |
| 3M | -1.1% | +17.5% | -18.6% | -2.5% |
| 6M | +2.5% | +12.8% | -10.3% | +1.5% |
| YTD | -6.7% | +8.2% | -14.9% | -7.8% |
| 1Y | 0.0% | -1.8% | +1.8% | -1.2% |
| All | 0.0% | +1.2% | -1.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling