-61.5%
CSGP vs WAT
+32.1%
-93.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.6% |
| 7D | +13.9% | -5.6% | +19.5% | +15.8% |
| 30D | +16.0% | +3.8% | +12.2% | +14.0% |
| 3M | +6.1% | +13.3% | -7.2% | +1.0% |
| 6M | -8.2% | +32.2% | -40.4% | -17.8% |
| YTD | -52.3% | +19.3% | -71.6% | -56.2% |
| 1Y | -54.5% | +21.8% | -76.3% | -58.5% |
| 3Y | -58.6% | +73.9% | -132.5% | -69.2% |
| 5Y | -61.5% | +32.1% | -93.6% | -68.2% |
| All | -61.5% | +32.1% | -93.6% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling