-62.5%
CSGP vs WPM
+266.6%
-329.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.8% |
| 7D | -1.8% | +20.8% | -22.6% | -3.4% |
| 30D | +5.3% | +3.8% | +1.5% | +4.8% |
| 3M | +3.3% | +7.4% | -4.1% | +2.3% |
| 6M | -4.7% | +4.0% | -8.6% | -5.3% |
| YTD | -53.5% | +23.0% | -76.6% | -55.5% |
| 1Y | -53.7% | +45.9% | -99.7% | -57.0% |
| 3Y | -59.7% | +242.9% | -302.7% | -69.2% |
| 5Y | -62.5% | +259.5% | -322.0% | -72.4% |
| All | -62.5% | +266.6% | -329.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling