+615.2%
CSGP vs WPM
+5,085.8%
-4,470.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | +13.9% | +7.5% | +6.4% | +13.0% |
| 30D | +16.0% | -3.8% | +19.8% | +16.2% |
| 3M | +6.1% | +8.0% | -1.9% | +4.8% |
| 6M | -8.2% | +6.1% | -14.2% | -9.6% |
| YTD | -52.3% | +13.2% | -65.5% | -53.7% |
| 1Y | -54.5% | +37.9% | -92.4% | -56.8% |
| 3Y | -58.6% | +201.7% | -260.3% | -64.4% |
| 5Y | -61.5% | +240.0% | -301.5% | -67.6% |
| 10Y | +74.7% | +531.0% | -456.4% | +33.5% |
| All | +615.2% | +5,085.8% | -4,470.6% | +255.9% |
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