+65.2%
CSGP vs WPM
+566.7%
-501.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.9% |
| 7D | +1.3% | +16.9% | -15.7% | -0.1% |
| 30D | +10.7% | +2.0% | +8.7% | +10.3% |
| 3M | +3.3% | +8.9% | -5.7% | +2.2% |
| 6M | -10.3% | +1.6% | -11.9% | -11.0% |
| YTD | -54.6% | +16.5% | -71.1% | -55.9% |
| 1Y | -54.6% | +42.2% | -96.8% | -57.0% |
| 3Y | -60.3% | +213.3% | -273.6% | -66.2% |
| 5Y | -63.3% | +249.9% | -313.2% | -69.5% |
| All | +65.2% | +566.7% | -501.5% | +37.2% |
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