+284.2%
CMCSA vs SW
+743.1%
-458.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +4.8% |
| 7D | +15.2% | +12.1% | +3.2% | +14.6% |
| 30D | +17.0% | +6.6% | +10.4% | +16.7% |
| 3M | +1.2% | -6.0% | +7.2% | +1.5% |
| 6M | -5.5% | +21.5% | -27.0% | -6.4% |
| YTD | -6.5% | +20.3% | -26.9% | -7.5% |
| 1Y | +1.8% | +28.1% | -26.3% | +0.5% |
| 3Y | -30.8% | +51.6% | -82.4% | -32.1% |
| 5Y | -40.2% | -0.1% | -40.0% | -41.0% |
| 10Y | +14.7% | +189.7% | -175.0% | +10.5% |
| All | +284.2% | +743.1% | -458.8% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling