+3,388.4%
CSGP vs WAB
+2,274.4%
+1,114.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.3% |
| 7D | +13.9% | -2.5% | +16.4% | +14.8% |
| 30D | +16.0% | -4.4% | +20.4% | +17.4% |
| 3M | +6.1% | -5.9% | +12.0% | +7.8% |
| 6M | -8.2% | +5.9% | -14.1% | -11.4% |
| YTD | -52.3% | +30.9% | -83.3% | -57.6% |
| 1Y | -54.5% | +35.8% | -90.3% | -60.1% |
| 3Y | -58.6% | +154.0% | -212.6% | -71.1% |
| 5Y | -61.5% | +203.9% | -265.4% | -74.8% |
| 10Y | +74.7% | +286.7% | -212.1% | -4.0% |
| All | +3,388.4% | +2,274.4% | +1,114.0% | +663.8% |
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