+65.1%
CSGP vs WWD
+460.9%
-395.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +2.2% | -0.4% | +2.6% | +1.9% |
| 3M | -3.7% | -6.1% | +2.4% | -2.7% |
| 6M | -7.4% | -9.5% | +2.1% | -6.6% |
| YTD | -54.9% | +10.8% | -65.7% | -58.0% |
| 1Y | -54.9% | +23.5% | -78.4% | -59.6% |
| 3Y | -61.9% | +151.3% | -213.2% | -73.6% |
| 5Y | -63.1% | +187.8% | -250.9% | -76.0% |
| 10Y | +65.1% | +461.1% | -396.0% | -18.4% |
| All | +65.1% | +460.9% | -395.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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