-35.3%
CMCSA vs GWW
+89.5%
-124.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.4% |
| 7D | -8.3% | -0.5% | -7.8% | -8.2% |
| 30D | -2.4% | -1.4% | -1.0% | -2.1% |
| 3M | +4.5% | -3.6% | +8.2% | +5.2% |
| 6M | -18.8% | +15.1% | -33.9% | -22.4% |
| YTD | -8.9% | +27.5% | -36.4% | -15.9% |
| 1Y | -18.3% | +29.6% | -47.9% | -25.0% |
| All | -35.3% | +89.5% | -124.8% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling