+60.0%
CSGP vs WWD
+439.4%
-379.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +1.3% | +4.0% | -2.6% | +0.3% |
| 30D | +2.8% | +0.4% | +2.4% | +2.3% |
| 3M | -6.3% | -7.9% | +1.6% | -4.9% |
| 6M | -3.2% | -10.6% | +7.5% | -2.0% |
| YTD | -54.0% | +9.4% | -63.3% | -57.0% |
| 1Y | -54.8% | +25.7% | -80.6% | -59.8% |
| 3Y | -60.6% | +148.5% | -209.1% | -72.6% |
| 5Y | -62.6% | +189.5% | -252.1% | -75.7% |
| All | +60.0% | +439.4% | -379.3% | -18.1% |
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