+1.8%
CMCSA vs GWW
+55.5%
-53.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.6% | +3.4% |
| 7D | +15.2% | +11.1% | +4.1% | +12.5% |
| 30D | +17.0% | +15.7% | +1.3% | +13.4% |
| 3M | +1.2% | +14.8% | -13.5% | -1.8% |
| 6M | -5.5% | +30.9% | -36.4% | -12.2% |
| YTD | -6.5% | +48.5% | -55.0% | -17.2% |
| 1Y | +1.8% | +57.1% | -55.3% | -14.7% |
| All | +1.8% | +55.5% | -53.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling