+2,236.9%
CMCSA vs GWW
+14,492.5%
-12,255.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +7.0% | +3.3% | +3.8% | +5.6% |
| 3M | +15.1% | +2.9% | +12.2% | +13.4% |
| 6M | -15.4% | +15.8% | -31.1% | -20.6% |
| YTD | -1.9% | +32.0% | -33.9% | -12.8% |
| 1Y | -12.7% | +29.9% | -42.6% | -22.0% |
| 3Y | -31.0% | +91.1% | -122.1% | -47.9% |
| 5Y | -46.1% | +223.9% | -270.0% | -67.8% |
| 10Y | +10.8% | +567.0% | -556.2% | -54.3% |
| All | +2,236.9% | +14,492.5% | -12,255.6% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling