+67.3%
CSGP vs WSM
+1,313.8%
-1,246.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.0% |
| 30D | +5.3% | +8.6% | -3.3% | +3.3% |
| 3M | +3.3% | +4.2% | -0.9% | +2.3% |
| 6M | -4.7% | +44.6% | -49.3% | -13.0% |
| YTD | -53.5% | +48.5% | -102.1% | -58.0% |
| 1Y | -53.7% | +34.7% | -88.4% | -57.3% |
| 3Y | -59.7% | +271.0% | -330.8% | -71.9% |
| 5Y | -62.5% | +180.9% | -243.4% | -73.2% |
| 10Y | +67.3% | +1,235.4% | -1,168.1% | -19.2% |
| All | +67.3% | +1,313.8% | -1,246.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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