+3,388.4%
CSGP vs WSM
+5,053.5%
-1,665.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.5% |
| 7D | +13.9% | -0.5% | +14.4% | +14.0% |
| 30D | +16.0% | +7.1% | +8.9% | +14.0% |
| 3M | +6.1% | +4.5% | +1.6% | +4.9% |
| 6M | -8.2% | +44.4% | -52.5% | -16.9% |
| YTD | -52.3% | +46.8% | -99.1% | -57.2% |
| 1Y | -54.5% | +31.7% | -86.2% | -58.0% |
| 3Y | -58.6% | +250.6% | -309.1% | -71.6% |
| 5Y | -61.5% | +174.1% | -235.6% | -72.8% |
| 10Y | +74.7% | +1,265.2% | -1,190.6% | -27.2% |
| All | +3,388.4% | +5,053.5% | -1,665.1% | +653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling