+67.3%
CSGP vs WEC
+178.6%
-111.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +5.3% | +12.9% | -7.6% | +1.1% |
| 3M | +3.3% | +9.8% | -6.5% | +0.1% |
| 6M | -4.7% | +6.7% | -11.4% | -6.8% |
| YTD | -53.5% | +14.0% | -67.5% | -55.8% |
| 1Y | -53.7% | +7.3% | -61.1% | -55.0% |
| 3Y | -59.7% | +63.8% | -123.5% | -66.7% |
| 5Y | -62.5% | +54.8% | -117.2% | -68.6% |
| 10Y | +67.3% | +185.7% | -118.4% | +32.6% |
| All | +67.3% | +178.6% | -111.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling