+67.3%
CSGP vs WAT
+232.2%
-164.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.8% |
| 7D | -1.8% | +6.0% | -7.9% | -3.9% |
| 30D | +5.3% | +9.9% | -4.6% | +1.3% |
| 3M | +3.3% | +17.2% | -13.9% | -3.1% |
| 6M | -4.7% | +34.2% | -38.9% | -15.6% |
| YTD | -53.5% | +25.5% | -79.0% | -58.3% |
| 1Y | -53.7% | +28.3% | -82.0% | -58.9% |
| 3Y | -59.7% | +88.4% | -148.1% | -70.8% |
| 5Y | -62.5% | +36.1% | -98.6% | -69.3% |
| 10Y | +67.3% | +234.8% | -167.5% | -4.7% |
| All | +67.3% | +232.2% | -164.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling