+10.5%
CMCSA vs SWKS
+25.6%
-15.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.4% |
| 7D | -2.1% | +12.5% | -14.6% | -4.7% |
| 30D | +7.0% | +10.5% | -3.5% | +4.6% |
| 3M | +15.1% | -7.4% | +22.5% | +16.2% |
| 6M | -15.4% | +32.7% | -48.0% | -22.5% |
| YTD | -1.9% | +19.2% | -21.1% | -8.2% |
| 1Y | -12.7% | +2.4% | -15.1% | -15.6% |
| 3Y | -31.0% | -25.6% | -5.4% | -30.9% |
| 5Y | -46.1% | -53.4% | +7.3% | -40.6% |
| All | +10.5% | +25.6% | -15.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling