-29.2%
CMCSA vs SW
+19.6%
-48.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.1% | -5.1% | +3.0% | -1.3% |
| 30D | +7.0% | -4.6% | +11.6% | +7.8% |
| 3M | +15.1% | +9.4% | +5.7% | +13.2% |
| 6M | -15.4% | +3.5% | -18.9% | -16.2% |
| YTD | -1.9% | +22.0% | -23.9% | -5.8% |
| 1Y | -12.7% | +2.2% | -14.9% | -14.2% |
| All | -29.2% | +19.6% | -48.8% | -32.1% |
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