+1.1%
CMCSA vs SWKS
+33.8%
-32.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +9.4% | -6.3% | +3.2% |
| 30D | +19.5% | +17.0% | +2.6% | +19.4% |
| 3M | -2.4% | +28.9% | -31.3% | -2.4% |
| 6M | +3.8% | +33.1% | -29.3% | +3.3% |
| YTD | -5.4% | +44.8% | -50.2% | -6.8% |
| 1Y | +1.1% | +36.2% | -35.1% | +1.1% |
| All | +1.1% | +33.8% | -32.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling