+91.6%
CMCSA vs NWSA
+123.2%
-31.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +0.1% | -2.6% | +2.8% | +1.1% |
| 30D | +3.8% | +4.6% | -0.7% | +2.2% |
| 3M | +12.3% | +10.2% | +2.1% | +8.3% |
| 6M | -15.4% | +21.6% | -37.0% | -21.4% |
| YTD | -2.5% | +14.6% | -17.1% | -7.9% |
| 1Y | -13.4% | +0.4% | -13.7% | -14.3% |
| 3Y | -30.4% | +45.0% | -75.3% | -40.3% |
| 5Y | -45.0% | +41.3% | -86.3% | -53.6% |
| 10Y | +10.2% | +142.8% | -132.6% | -28.3% |
| All | +91.6% | +123.2% | -31.5% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling