-60.3%
CSGP vs WETO
-99.4%
+39.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.2% |
| 7D | -6.9% | -19.9% | +13.0% | -7.2% |
| 30D | -5.2% | -42.7% | +37.4% | -3.7% |
| 3M | -13.8% | -97.7% | +83.9% | -11.7% |
| 6M | -36.3% | -94.4% | +58.1% | -34.9% |
| YTD | -56.1% | -97.0% | +40.9% | -55.3% |
| 1Y | -65.8% | -98.9% | +33.0% | -65.2% |
| All | -60.3% | -99.4% | +39.0% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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