-64.8%
CSGP vs WAT
-3.2%
-61.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | +2.3% | +2.3% | 0.0% | +1.5% |
| 3M | -8.2% | +8.7% | -16.9% | -11.1% |
| 6M | -35.1% | +28.3% | -63.4% | -41.4% |
| YTD | -54.0% | +7.8% | -61.8% | -55.9% |
| 1Y | -65.3% | +36.6% | -101.9% | -69.8% |
| 3Y | -62.6% | +45.7% | -108.2% | -69.9% |
| All | -64.8% | -3.2% | -61.5% | -68.0% |
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