-46.7%
CMCSA vs GWW
+219.8%
-266.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -5.6% | -3.1% | -2.4% | -4.7% |
| 30D | -1.9% | -2.3% | +0.5% | -1.3% |
| 3M | +6.4% | -3.3% | +9.8% | +7.1% |
| 6M | -16.9% | +15.4% | -32.3% | -20.7% |
| YTD | -6.8% | +26.7% | -33.5% | -13.6% |
| 1Y | -15.9% | +29.0% | -44.9% | -22.6% |
| 3Y | -33.4% | +89.0% | -122.4% | -45.3% |
| 5Y | -46.7% | +221.8% | -268.5% | -64.0% |
| All | -46.7% | +219.8% | -266.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling