+3,388.4%
CSGP vs WCN
+5,457.1%
-2,068.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +13.9% | +5.5% | +8.4% | +11.8% |
| 30D | +16.0% | +24.2% | -8.2% | +7.8% |
| 3M | +6.1% | +17.0% | -10.9% | +0.7% |
| 6M | -8.2% | +22.3% | -30.5% | -14.1% |
| YTD | -52.3% | +10.2% | -62.6% | -53.9% |
| 1Y | -54.5% | +16.5% | -71.0% | -56.8% |
| 3Y | -58.6% | +47.1% | -105.7% | -63.8% |
| 5Y | -61.5% | +47.9% | -109.4% | -66.4% |
| 10Y | +74.7% | +316.7% | -242.0% | +11.3% |
| All | +3,388.4% | +5,457.1% | -2,068.7% | +964.7% |
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