-42.1%
CMCSA vs SWK
-23.3%
-18.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | +2.7% | +10.7% | -8.0% | -0.5% |
| 30D | +18.6% | +33.3% | -14.7% | +9.0% |
| 3M | -1.8% | +14.7% | -16.5% | -5.9% |
| 6M | -0.7% | +48.5% | -49.2% | -12.1% |
| YTD | -7.8% | +63.9% | -71.7% | -21.7% |
| 1Y | +0.7% | +80.4% | -79.7% | -17.3% |
| 3Y | -28.0% | +58.1% | -86.1% | -41.5% |
| 5Y | -42.1% | -24.5% | -17.6% | -40.5% |
| All | -42.1% | -23.3% | -18.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling