+44.1%
CSGP vs WSM
+1,002.1%
-958.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.9% |
| 7D | -4.1% | -3.3% | -0.8% | -3.3% |
| 30D | +2.3% | -8.4% | +10.7% | +4.4% |
| 3M | -8.2% | +9.7% | -17.8% | -10.4% |
| 6M | -35.1% | +16.7% | -51.7% | -37.8% |
| YTD | -54.0% | +28.7% | -82.7% | -57.1% |
| 1Y | -65.3% | +13.7% | -79.0% | -66.7% |
| 3Y | -62.6% | +230.1% | -292.7% | -73.3% |
| 5Y | -64.8% | +179.0% | -243.8% | -74.9% |
| All | +44.1% | +1,002.1% | -958.0% | -29.9% |
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