+65.2%
CSGP vs WCC
+457.1%
-391.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -5.1% |
| 7D | +1.3% | -14.7% | +16.0% | +3.8% |
| 30D | +10.7% | -20.1% | +30.7% | +14.3% |
| 3M | +3.3% | -21.2% | +24.4% | +6.4% |
| 6M | -10.3% | -19.2% | +8.8% | -9.0% |
| YTD | -54.6% | +20.2% | -74.8% | -58.2% |
| 1Y | -54.6% | +14.5% | -69.1% | -57.9% |
| 3Y | -60.3% | +115.1% | -175.5% | -69.6% |
| 5Y | -63.3% | +121.5% | -184.8% | -73.0% |
| All | +65.2% | +457.1% | -391.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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