+3,264.4%
CSGP vs WST
+6,806.1%
-3,541.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | +2.3% | -3.1% | +5.5% | +3.5% |
| 3M | -8.2% | +7.2% | -15.4% | -10.9% |
| 6M | -35.1% | +36.8% | -71.9% | -43.3% |
| YTD | -54.0% | +23.8% | -77.9% | -58.4% |
| 1Y | -65.3% | +37.8% | -103.1% | -70.2% |
| 3Y | -62.6% | -15.9% | -46.7% | -64.7% |
| 5Y | -64.8% | -25.8% | -39.0% | -66.0% |
| 10Y | +45.1% | +319.6% | -274.5% | -39.4% |
| All | +3,264.4% | +6,806.1% | -3,541.8% | +350.0% |
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