-58.4%
CSGP vs WST
+16.9%
-75.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | +13.9% | -5.8% | +19.7% | +14.6% |
| 30D | +16.0% | +5.3% | +10.7% | +15.3% |
| 3M | +6.1% | +11.8% | -5.7% | +4.7% |
| 6M | -8.2% | +26.7% | -34.9% | -10.7% |
| YTD | -52.3% | +43.0% | -95.3% | -54.5% |
| 1Y | -54.5% | +38.9% | -93.4% | -56.4% |
| All | -58.4% | +16.9% | -75.3% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling