+3,388.4%
CSGP vs WAT
+2,965.2%
+423.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | +13.9% | -5.6% | +19.5% | +15.6% |
| 30D | +16.0% | +3.8% | +12.2% | +14.4% |
| 3M | +6.1% | +13.3% | -7.2% | +1.9% |
| 6M | -8.2% | +32.2% | -40.4% | -16.1% |
| YTD | -52.3% | +19.3% | -71.6% | -55.5% |
| 1Y | -54.5% | +21.8% | -76.3% | -57.8% |
| 3Y | -58.6% | +73.9% | -132.5% | -66.2% |
| 5Y | -61.5% | +32.1% | -93.6% | -66.3% |
| 10Y | +74.7% | +228.2% | -153.6% | +17.2% |
| All | +3,388.4% | +2,965.2% | +423.2% | +1,169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling