-31.0%
CMCSA vs SWK
+46.0%
-76.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.0% | +11.0% | -6.0% | +2.7% |
| 30D | +16.5% | +30.1% | -13.6% | +10.4% |
| 3M | -1.6% | +14.7% | -16.2% | -4.5% |
| 6M | -5.0% | +44.5% | -49.5% | -12.2% |
| YTD | -8.3% | +59.4% | -67.7% | -17.4% |
| 1Y | +0.4% | +77.5% | -77.1% | -12.0% |
| 3Y | -31.0% | +49.5% | -80.4% | -41.0% |
| All | -31.0% | +46.0% | -76.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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