+589.8%
CSGP vs WPM
+5,967.5%
-5,377.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.3% |
| 7D | -4.1% | +1.1% | -5.1% | -4.2% |
| 30D | +2.3% | +26.4% | -24.0% | -0.3% |
| 3M | -8.2% | +20.8% | -29.0% | -10.3% |
| 6M | -35.1% | +1.1% | -36.2% | -35.7% |
| YTD | -54.0% | +32.5% | -86.5% | -56.0% |
| 1Y | -65.3% | +51.5% | -116.8% | -67.4% |
| 3Y | -62.6% | +267.0% | -329.6% | -68.4% |
| 5Y | -64.8% | +250.1% | -314.9% | -70.5% |
| 10Y | +45.1% | +540.4% | -495.3% | +11.0% |
| All | +589.8% | +5,967.5% | -5,377.7% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling