+251.2%
CMCSA vs EWT
+502.5%
-251.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +9.1% | -6.0% | -0.8% |
| 30D | +19.5% | -12.2% | +31.7% | +24.8% |
| 3M | -2.4% | -9.4% | +7.0% | 0.0% |
| 6M | +3.8% | +2.7% | +1.2% | -1.0% |
| YTD | -5.4% | +53.3% | -58.7% | -25.9% |
| 1Y | +1.1% | +59.2% | -58.1% | -22.3% |
| 3Y | -27.1% | +157.1% | -184.2% | -56.4% |
| 5Y | -40.3% | +119.6% | -159.9% | -61.8% |
| 10Y | +6.0% | +446.9% | -440.9% | -56.4% |
| All | +251.2% | +502.5% | -251.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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