+65.2%
CSGP vs WST
+441.1%
-375.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.5% | -5.2% |
| 7D | +1.3% | -3.1% | +4.4% | +2.1% |
| 30D | +10.7% | +9.1% | +1.6% | +7.7% |
| 3M | +3.3% | +14.7% | -11.4% | -1.2% |
| 6M | -10.3% | +28.0% | -38.3% | -17.2% |
| YTD | -54.6% | +45.6% | -100.2% | -60.0% |
| 1Y | -54.6% | +45.7% | -100.3% | -60.2% |
| 3Y | -60.3% | +21.1% | -81.4% | -66.5% |
| 5Y | -63.3% | +0.3% | -63.6% | -67.0% |
| All | +65.2% | +441.1% | -375.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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