+65.2%
CSGP vs WAT
+227.3%
-162.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +10.7% | +5.0% | +5.7% | +8.2% |
| 3M | +3.3% | +14.5% | -11.2% | -2.4% |
| 6M | -10.3% | +30.9% | -41.3% | -20.0% |
| YTD | -54.6% | +20.5% | -75.0% | -58.7% |
| 1Y | -54.6% | +23.3% | -77.9% | -59.1% |
| 3Y | -60.3% | +81.5% | -141.8% | -70.8% |
| 5Y | -63.3% | +33.4% | -96.7% | -69.8% |
| All | +65.2% | +227.3% | -162.1% | -5.2% |
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