-35.3%
CMCSA vs IWF
+77.2%
-112.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.5% |
| 7D | -8.3% | +0.5% | -8.8% | -8.4% |
| 30D | -2.4% | -1.4% | -1.0% | -2.1% |
| 3M | +4.5% | +0.4% | +4.1% | +4.3% |
| 6M | -18.8% | +8.5% | -27.2% | -21.0% |
| YTD | -8.9% | +3.7% | -12.6% | -10.2% |
| 1Y | -18.3% | +8.5% | -26.8% | -20.9% |
| All | -35.3% | +77.2% | -112.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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