-29.4%
CMCSA vs SW
+40.4%
-69.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +12.0% | +4.7% | +7.4% | +11.2% |
| 30D | +17.5% | +5.0% | +12.5% | +16.5% |
| 3M | +2.4% | -7.3% | +9.7% | +3.5% |
| 6M | -2.9% | +15.0% | -17.9% | -5.5% |
| YTD | -6.2% | +18.5% | -24.7% | -9.8% |
| 1Y | +0.4% | +27.1% | -26.7% | -4.7% |
| All | -29.4% | +40.4% | -69.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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