+62.6%
CSGP vs WSM
+1,181.2%
-1,118.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.1% | -3.0% | -4.1% | -6.4% |
| 30D | +3.6% | +10.1% | -6.4% | +1.4% |
| 3M | -2.7% | +4.9% | -7.6% | -3.9% |
| 6M | -8.0% | +49.8% | -57.8% | -16.8% |
| YTD | -55.0% | +48.7% | -103.7% | -59.4% |
| 1Y | -55.8% | +38.7% | -94.5% | -59.4% |
| 3Y | -62.0% | +269.5% | -331.5% | -73.5% |
| 5Y | -62.9% | +179.0% | -241.9% | -73.5% |
| 10Y | +62.6% | +1,162.3% | -1,099.7% | -21.3% |
| All | +62.6% | +1,181.2% | -1,118.6% | -21.3% |
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