-60.3%
CSGP vs WSM
+245.0%
-305.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.3% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +10.7% | +6.0% | +4.7% | +9.3% |
| 3M | +3.3% | +3.2% | +0.1% | +2.5% |
| 6M | -10.3% | +37.1% | -47.4% | -16.9% |
| YTD | -54.6% | +44.2% | -98.8% | -58.5% |
| 1Y | -54.6% | +34.2% | -88.9% | -57.9% |
| 3Y | -60.3% | +249.3% | -309.6% | -71.4% |
| All | -60.3% | +245.0% | -305.4% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling