+2,236.9%
CMCSA vs BBWI
+1,034.6%
+1,202.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +7.0% | -5.2% | +12.2% | +8.0% |
| 3M | +15.1% | +11.1% | +4.0% | +11.5% |
| 6M | -15.4% | -13.4% | -2.0% | -14.0% |
| YTD | -1.9% | +0.1% | -2.0% | -4.4% |
| 1Y | -12.7% | -36.1% | +23.4% | -7.0% |
| 3Y | -31.0% | -44.1% | +13.1% | -28.1% |
| 5Y | -46.1% | -66.2% | +20.1% | -39.6% |
| 10Y | +10.8% | -54.8% | +65.6% | -3.8% |
| All | +2,236.9% | +1,034.6% | +1,202.2% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling