+3,388.4%
CSGP vs WST
+7,872.8%
-4,484.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.1% |
| 7D | +13.9% | -5.8% | +19.7% | +16.5% |
| 30D | +16.0% | +5.3% | +10.7% | +13.5% |
| 3M | +6.1% | +11.8% | -5.7% | +1.2% |
| 6M | -8.2% | +26.7% | -34.9% | -16.8% |
| YTD | -52.3% | +43.0% | -95.3% | -59.3% |
| 1Y | -54.5% | +38.9% | -93.4% | -60.8% |
| 3Y | -58.6% | +18.2% | -76.7% | -66.2% |
| 5Y | -61.5% | -1.5% | -60.0% | -66.9% |
| 10Y | +74.7% | +439.0% | -364.3% | -34.2% |
| All | +3,388.4% | +7,872.8% | -4,484.4% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling