+768.8%
CSGP vs WCC
+1,536.8%
-768.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.9% | +13.9% | +6.2% |
| 7D | +18.3% | -8.8% | +27.1% | +20.1% |
| 30D | +17.8% | -16.0% | +33.8% | +21.2% |
| 3M | +9.3% | -15.2% | +24.5% | +11.7% |
| 6M | -7.9% | -8.4% | +0.5% | -8.8% |
| YTD | -51.5% | +30.1% | -81.6% | -56.3% |
| 1Y | -53.3% | +26.4% | -79.8% | -57.7% |
| 3Y | -57.9% | +127.6% | -185.5% | -68.3% |
| 5Y | -61.3% | +149.0% | -210.3% | -72.3% |
| 10Y | +77.5% | +514.8% | -437.2% | -7.6% |
| All | +768.8% | +1,536.8% | -768.0% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling