-42.1%
CMCSA vs SW
-2.6%
-39.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +5.0% | +2.3% | +2.7% | +4.8% |
| 30D | +16.5% | +6.8% | +9.7% | +15.7% |
| 3M | -1.6% | -5.2% | +3.6% | -1.1% |
| 6M | -5.0% | +7.4% | -12.5% | -5.9% |
| YTD | -8.3% | +17.4% | -25.7% | -10.1% |
| 1Y | +0.4% | +27.1% | -26.7% | -2.3% |
| 3Y | -31.0% | +47.9% | -78.8% | -32.9% |
| All | -42.1% | -2.6% | -39.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling