-54.6%
CSGP vs WAB
+39.3%
-94.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.1% |
| 7D | +1.3% | +1.4% | -0.2% | +1.8% |
| 30D | +10.7% | +0.4% | +10.3% | +11.1% |
| 3M | +3.3% | -3.8% | +7.1% | +2.6% |
| 6M | -10.3% | +5.1% | -15.4% | -8.1% |
| YTD | -54.6% | +33.3% | -87.9% | -55.2% |
| 1Y | -54.6% | +39.8% | -94.5% | -56.4% |
| All | -54.6% | +39.3% | -94.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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