-33.7%
CMCSA vs NWSA
+43.3%
-77.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.9% | -2.8% | -2.1% | -3.9% |
| 30D | -1.1% | +3.0% | -4.1% | -2.1% |
| 3M | +6.6% | +12.3% | -5.8% | +2.4% |
| 6M | -15.5% | +21.9% | -37.3% | -21.2% |
| YTD | -6.7% | +13.6% | -20.2% | -11.0% |
| 1Y | -15.6% | +0.5% | -16.1% | -15.8% |
| 3Y | -33.7% | +43.8% | -77.4% | -42.7% |
| All | -33.7% | +43.3% | -77.0% | -42.7% |
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