+3,264.4%
CSGP vs WCN
+4,670.8%
-1,406.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.0% |
| 7D | -4.1% | -0.6% | -3.4% | -3.8% |
| 30D | +2.3% | +0.4% | +1.9% | +2.2% |
| 3M | -8.2% | +7.3% | -15.5% | -10.3% |
| 6M | -35.1% | -2.5% | -32.6% | -34.6% |
| YTD | -54.0% | -5.4% | -48.7% | -53.2% |
| 1Y | -65.3% | -8.5% | -56.9% | -64.3% |
| 3Y | -62.6% | +20.8% | -83.4% | -65.1% |
| 5Y | -64.8% | +30.0% | -94.8% | -68.0% |
| 10Y | +45.1% | +238.4% | -193.3% | -1.1% |
| All | +3,264.4% | +4,670.8% | -1,406.4% | +980.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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