-58.4%
CSGP vs WWD
+137.0%
-195.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.3% |
| 7D | +13.9% | -2.6% | +16.5% | +14.0% |
| 30D | +16.0% | -7.7% | +23.7% | +16.4% |
| 3M | +6.1% | -17.7% | +23.8% | +7.2% |
| 6M | -8.2% | -15.9% | +7.7% | -8.0% |
| YTD | -52.3% | +1.8% | -54.1% | -54.4% |
| 1Y | -54.5% | +17.4% | -71.9% | -58.4% |
| All | -58.4% | +137.0% | -195.4% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling