+55.6%
CSGP vs WPM
+752.0%
-696.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | +0.3% | -3.1% | +3.4% | +0.4% |
| 3M | -1.3% | -2.2% | +0.8% | -1.4% |
| 6M | -8.9% | -7.4% | -1.5% | -8.8% |
| YTD | -55.2% | +12.6% | -67.9% | -56.5% |
| 1Y | -56.4% | +22.8% | -79.2% | -58.0% |
| 3Y | -62.2% | +213.6% | -275.9% | -67.9% |
| 5Y | -63.7% | +211.2% | -274.9% | -69.6% |
| All | +55.6% | +752.0% | -696.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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