-15.6%
CMCSA vs ITW
+4.8%
-20.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -4.9% | -0.7% | -4.1% | -4.6% |
| 30D | -1.1% | -8.3% | +7.3% | +2.4% |
| 3M | +6.6% | +6.0% | +0.5% | +4.8% |
| 6M | -15.5% | 0.0% | -15.5% | -14.8% |
| YTD | -6.7% | +10.2% | -16.9% | -8.6% |
| 1Y | -15.6% | +3.2% | -18.8% | -18.4% |
| All | -15.6% | +4.8% | -20.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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