-60.3%
CSGP vs WCC
+110.7%
-171.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -4.8% |
| 7D | +1.3% | -14.7% | +16.0% | +1.9% |
| 30D | +10.7% | -20.1% | +30.7% | +11.7% |
| 3M | +3.3% | -21.2% | +24.4% | +4.2% |
| 6M | -10.3% | -19.2% | +8.8% | -10.1% |
| YTD | -54.6% | +20.2% | -74.8% | -57.8% |
| 1Y | -54.6% | +14.5% | -69.1% | -57.6% |
| 3Y | -60.3% | +115.1% | -175.5% | -72.9% |
| All | -60.3% | +110.7% | -171.0% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling