+65.1%
CSGP vs WSM
+1,226.6%
-1,161.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | +3.1% | -6.3% | -3.9% |
| 30D | +2.2% | +8.5% | -6.3% | +0.3% |
| 3M | -3.7% | +4.6% | -8.2% | -4.7% |
| 6M | -7.4% | +44.5% | -52.0% | -15.6% |
| YTD | -54.9% | +48.4% | -103.3% | -59.3% |
| 1Y | -54.9% | +36.2% | -91.1% | -58.4% |
| 3Y | -61.9% | +268.8% | -330.7% | -73.4% |
| 5Y | -63.1% | +185.2% | -248.4% | -73.7% |
| 10Y | +65.1% | +1,175.8% | -1,110.7% | -20.6% |
| All | +65.1% | +1,226.6% | -1,161.5% | -20.6% |
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