+3,264.4%
CSGP vs WEC
+1,710.5%
+1,553.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +2.3% | -1.3% | +3.6% | +2.7% |
| 3M | -8.2% | -3.9% | -4.2% | -6.8% |
| 6M | -35.1% | -8.3% | -26.8% | -33.0% |
| YTD | -54.0% | +3.1% | -57.1% | -54.8% |
| 1Y | -65.3% | +1.9% | -67.2% | -65.8% |
| 3Y | -62.6% | +41.9% | -104.5% | -67.9% |
| 5Y | -64.8% | +30.8% | -95.6% | -69.2% |
| 10Y | +45.1% | +141.9% | -96.8% | -4.0% |
| All | +3,264.4% | +1,710.5% | +1,553.9% | +1,023.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling