+3,264.4%
CSGP vs WAT
+2,669.6%
+594.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -8.2% | +8.7% | -16.9% | -10.6% |
| 6M | -35.1% | +28.3% | -63.4% | -40.2% |
| YTD | -54.0% | +7.8% | -61.8% | -55.6% |
| 1Y | -65.3% | +36.6% | -101.9% | -68.8% |
| 3Y | -62.6% | +45.7% | -108.2% | -67.7% |
| 5Y | -64.8% | -3.3% | -61.5% | -66.3% |
| 10Y | +45.1% | +162.1% | -117.0% | +3.7% |
| All | +3,264.4% | +2,669.6% | +594.8% | +1,166.5% |
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