-61.5%
CSGP vs WEC
+56.3%
-117.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +13.9% | +3.2% | +10.7% | +12.6% |
| 30D | +16.0% | +14.7% | +1.3% | +10.7% |
| 3M | +6.1% | +10.2% | -4.2% | +2.5% |
| 6M | -8.2% | +4.5% | -12.6% | -9.6% |
| YTD | -52.3% | +15.1% | -67.4% | -54.9% |
| 1Y | -54.5% | +9.4% | -63.9% | -56.1% |
| 3Y | -58.6% | +56.9% | -115.5% | -65.8% |
| 5Y | -61.5% | +54.4% | -115.9% | -68.8% |
| All | -61.5% | +56.3% | -117.8% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling