+60.0%
CSGP vs WSM
+1,131.4%
-1,071.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +2.8% | +5.1% | -2.3% | +1.7% |
| 3M | -6.3% | +5.1% | -11.4% | -7.4% |
| 6M | -3.2% | +48.6% | -51.8% | -12.2% |
| YTD | -54.0% | +44.2% | -98.1% | -58.1% |
| 1Y | -54.8% | +38.1% | -92.9% | -58.5% |
| 3Y | -60.6% | +257.2% | -317.8% | -72.3% |
| 5Y | -62.6% | +165.1% | -227.7% | -73.0% |
| All | +60.0% | +1,131.4% | -1,071.3% | -21.5% |
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