-40.2%
CMCSA vs GWW
+218.6%
-258.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +3.2% | +3.6% | -0.4% | +2.1% |
| 30D | +19.5% | +12.1% | +7.4% | +15.7% |
| 3M | -2.4% | +12.9% | -15.3% | -5.8% |
| 6M | +3.8% | +19.3% | -15.5% | -1.6% |
| YTD | -5.4% | +48.7% | -54.1% | -16.3% |
| 1Y | +1.1% | +60.5% | -59.4% | -12.6% |
| 3Y | -27.1% | +93.3% | -120.4% | -40.6% |
| All | -40.2% | +218.6% | -258.8% | -60.0% |
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