+43.0%
CSGP vs WTW
+201.4%
-158.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | -4.1% | -2.6% | -1.4% | -3.0% |
| 30D | +2.3% | -1.0% | +3.3% | +2.7% |
| 3M | -8.2% | +29.9% | -38.1% | -18.0% |
| 6M | -35.1% | +10.7% | -45.8% | -38.2% |
| YTD | -54.0% | +2.6% | -56.6% | -55.3% |
| 1Y | -65.3% | +2.8% | -68.1% | -66.4% |
| 3Y | -62.6% | +67.3% | -129.8% | -71.7% |
| 5Y | -64.8% | +56.6% | -121.5% | -72.7% |
| All | +43.0% | +201.4% | -158.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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