-63.2%
CSGP vs WWD
+170.1%
-233.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -5.4% |
| 7D | +1.3% | +4.2% | -2.9% | +0.3% |
| 30D | +10.7% | -2.1% | +12.8% | +10.8% |
| 3M | +3.3% | -13.2% | +16.5% | +5.9% |
| 6M | -10.3% | -16.9% | +6.5% | -8.0% |
| YTD | -54.6% | +5.2% | -59.8% | -57.5% |
| 1Y | -54.6% | +20.6% | -75.2% | -59.9% |
| 3Y | -60.3% | +146.3% | -206.7% | -74.9% |
| All | -63.2% | +170.1% | -233.3% | -78.0% |
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