-61.5%
CSGP vs WWD
+170.7%
-232.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.4% |
| 7D | +13.9% | -2.6% | +16.5% | +14.3% |
| 30D | +16.0% | -7.7% | +23.7% | +17.6% |
| 3M | +6.1% | -17.7% | +23.8% | +10.1% |
| 6M | -8.2% | -15.9% | +7.7% | -6.4% |
| YTD | -52.3% | +1.8% | -54.1% | -55.1% |
| 1Y | -54.5% | +17.4% | -71.9% | -59.6% |
| 3Y | -58.6% | +137.1% | -195.7% | -73.6% |
| 5Y | -61.5% | +162.4% | -223.9% | -76.6% |
| All | -61.5% | +170.7% | -232.2% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling