-27.1%
CMCSA vs BWA
+64.0%
-91.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | +4.3% | -1.1% | +2.5% |
| 30D | +19.5% | -13.0% | +32.5% | +22.1% |
| 3M | -2.4% | -24.8% | +22.4% | +2.0% |
| 6M | +3.8% | -23.5% | +27.4% | +7.4% |
| YTD | -5.4% | +13.8% | -19.2% | -13.9% |
| 1Y | +1.1% | +13.4% | -12.3% | -8.0% |
| 3Y | -27.1% | +62.8% | -89.9% | -43.8% |
| All | -27.1% | +64.0% | -91.1% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling