-27.1%
CMCSA vs NWSA
+32.6%
-59.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.6% |
| 7D | +3.2% | +2.2% | +1.0% | +2.4% |
| 30D | +19.5% | -8.8% | +28.3% | +22.5% |
| 3M | -2.4% | -6.5% | +4.1% | -0.9% |
| 6M | +3.8% | +1.5% | +2.3% | +2.5% |
| YTD | -5.4% | +4.0% | -9.4% | -7.7% |
| 1Y | +1.1% | +3.4% | -2.3% | -1.1% |
| 3Y | -27.1% | +34.8% | -62.0% | -34.2% |
| All | -27.1% | +32.6% | -59.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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