+6.0%
CMCSA vs BWA
+153.1%
-147.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -1.9% | -5.5% | +3.6% | -0.6% |
| 3M | +6.4% | -7.6% | +14.0% | +8.0% |
| 6M | -16.9% | +25.0% | -41.9% | -23.0% |
| YTD | -6.8% | +47.0% | -53.7% | -18.4% |
| 1Y | -15.9% | +54.0% | -69.9% | -27.6% |
| 3Y | -33.4% | +70.7% | -104.1% | -45.6% |
| 5Y | -46.7% | +86.7% | -133.4% | -58.7% |
| All | +6.0% | +153.1% | -147.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling