-64.8%
CSGP vs WAB
+222.7%
-287.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.7% |
| 7D | -4.1% | -3.2% | -0.9% | -2.7% |
| 30D | +2.3% | -4.4% | +6.8% | +4.2% |
| 3M | -8.2% | +7.9% | -16.0% | -12.4% |
| 6M | -35.1% | +8.7% | -43.8% | -39.0% |
| YTD | -54.0% | +33.0% | -87.0% | -61.6% |
| 1Y | -65.3% | +46.7% | -112.0% | -72.8% |
| 3Y | -62.6% | +153.0% | -215.6% | -79.9% |
| All | -64.8% | +222.7% | -287.5% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling