-61.5%
CSGP vs WAB
+207.7%
-269.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.6% |
| 7D | +13.9% | -2.5% | +16.4% | +14.9% |
| 30D | +16.0% | -4.4% | +20.4% | +17.6% |
| 3M | +6.1% | -5.9% | +12.0% | +8.1% |
| 6M | -8.2% | +5.9% | -14.1% | -12.6% |
| YTD | -52.3% | +30.9% | -83.3% | -60.2% |
| 1Y | -54.5% | +35.8% | -90.3% | -62.9% |
| 3Y | -58.6% | +154.0% | -212.6% | -78.1% |
| 5Y | -61.5% | +203.9% | -265.4% | -82.6% |
| All | -61.5% | +207.7% | -269.2% | -82.6% |
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