+140.0%
WBD vs CSGP
-64.9%
+205.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -1.8% | -4.1% | +2.3% | -1.6% |
| 30D | +8.8% | +2.3% | +6.5% | +8.6% |
| 3M | +4.6% | -8.2% | +12.8% | +5.6% |
| 6M | +1.1% | -35.1% | +36.1% | +6.5% |
| YTD | -2.0% | -54.0% | +52.1% | +10.0% |
| 1Y | +140.0% | -65.3% | +205.3% | +231.6% |
| All | +140.0% | -64.9% | +205.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling