+1,280.3%
CMCSA vs BWA
+2,612.1%
-1,331.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.6% | +7.3% | -7.9% | -2.8% |
| 30D | +18.8% | -15.8% | +34.6% | +24.6% |
| 3M | -1.1% | -25.7% | +24.6% | +7.4% |
| 6M | +2.5% | -19.6% | +22.1% | +7.4% |
| YTD | -6.7% | +14.1% | -20.8% | -14.0% |
| 1Y | 0.0% | +12.2% | -12.2% | -7.4% |
| 3Y | -28.9% | +63.8% | -92.7% | -42.7% |
| 5Y | -41.1% | +28.7% | -69.9% | -50.4% |
| 10Y | +4.5% | +95.8% | -91.3% | -29.1% |
| All | +1,280.3% | +2,612.1% | -1,331.8% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling