+6.4%
CMCSA vs SWKS
+31.8%
-25.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | -3.1% | +7.7% | +5.2% |
| 30D | +19.8% | +8.3% | +11.5% | +17.6% |
| 3M | -0.3% | +20.2% | -20.5% | -5.1% |
| 6M | +0.3% | +24.9% | -24.6% | -6.7% |
| YTD | -6.9% | +33.2% | -40.1% | -15.7% |
| 1Y | +2.6% | +23.6% | -21.0% | -5.5% |
| 3Y | -29.0% | +1.3% | -30.3% | -34.8% |
| 5Y | -42.0% | -40.6% | -1.4% | -40.2% |
| 10Y | +6.4% | +35.3% | -28.8% | -14.0% |
| All | +6.4% | +31.8% | -25.4% | -14.0% |
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