-48.2%
CMCSA vs BWA
+89.5%
-137.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -2.4% | -5.6% | +3.1% | -1.4% |
| 3M | +4.5% | -10.7% | +15.2% | +6.7% |
| 6M | -18.8% | +23.2% | -41.9% | -23.9% |
| YTD | -8.9% | +46.0% | -54.9% | -19.7% |
| 1Y | -18.3% | +51.2% | -69.5% | -28.9% |
| 3Y | -35.0% | +69.6% | -104.5% | -46.7% |
| 5Y | -48.2% | +86.6% | -134.7% | -61.0% |
| All | -48.2% | +89.5% | -137.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling