-64.8%
CSGP vs WCC
+216.1%
-280.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.2% |
| 7D | -4.1% | +4.5% | -8.5% | -4.9% |
| 30D | +2.3% | -5.8% | +8.1% | +3.3% |
| 3M | -8.2% | -3.7% | -4.5% | -8.4% |
| 6M | -35.1% | +23.1% | -58.1% | -39.6% |
| YTD | -54.0% | +44.2% | -98.2% | -59.2% |
| 1Y | -65.3% | +62.1% | -127.4% | -70.5% |
| 3Y | -62.6% | +121.1% | -183.7% | -72.7% |
| All | -64.8% | +216.1% | -280.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling