-48.2%
CMCSA vs NWSA
+40.1%
-88.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -8.3% | -3.1% | -5.2% | -7.2% |
| 30D | -2.4% | +4.3% | -6.7% | -3.9% |
| 3M | +4.5% | +9.2% | -4.7% | +1.0% |
| 6M | -18.8% | +21.6% | -40.3% | -24.7% |
| YTD | -8.9% | +14.2% | -23.2% | -13.9% |
| 1Y | -18.3% | +1.8% | -20.1% | -19.4% |
| 3Y | -35.0% | +44.4% | -79.4% | -44.7% |
| 5Y | -48.2% | +41.0% | -89.1% | -56.8% |
| All | -48.2% | +40.1% | -88.2% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling