+2,121.8%
CMCSA vs BBWI
+1,125.9%
+995.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | +18.8% | +17.1% | +1.7% | +14.4% |
| 3M | -1.1% | +17.5% | -18.6% | -5.4% |
| 6M | +2.5% | +12.8% | -10.3% | -1.7% |
| YTD | -6.7% | +8.2% | -14.9% | -11.1% |
| 1Y | 0.0% | -1.8% | +1.8% | -3.9% |
| 3Y | -28.9% | -25.8% | -3.1% | -30.9% |
| 5Y | -41.1% | -68.0% | +26.9% | -33.2% |
| 10Y | +4.5% | -47.6% | +52.1% | -13.1% |
| All | +2,121.8% | +1,125.9% | +995.9% | +388.3% |
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