+3,264.4%
CSGP vs WAB
+2,311.7%
+952.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.0% |
| 30D | +2.3% | -4.4% | +6.8% | +3.8% |
| 3M | -8.2% | +7.9% | -16.0% | -11.3% |
| 6M | -35.1% | +8.7% | -43.8% | -38.0% |
| YTD | -54.0% | +33.0% | -87.0% | -59.2% |
| 1Y | -65.3% | +46.7% | -112.0% | -70.3% |
| 3Y | -62.6% | +153.0% | -215.6% | -73.7% |
| 5Y | -64.8% | +222.3% | -287.1% | -77.3% |
| 10Y | +45.1% | +291.0% | -245.9% | -20.2% |
| All | +3,264.4% | +2,311.7% | +952.6% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling