+9.2%
WBD vs CSGP
+48.1%
-39.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -16.3% | +30.1% | +19.0% |
| 7D | +13.8% | -16.3% | +30.1% | +19.0% |
| 30D | +13.8% | -16.3% | +30.1% | +19.0% |
| 3M | +13.8% | -16.3% | +30.1% | +19.0% |
| 6M | +13.3% | -30.8% | +44.1% | +26.0% |
| YTD | +7.4% | -58.9% | +66.3% | +41.6% |
| 1Y | +63.0% | -67.4% | +130.4% | +133.6% |
| 3Y | +206.7% | -65.2% | +271.9% | +325.5% |
| 5Y | +18.4% | -68.0% | +86.4% | +63.0% |
| All | +9.2% | +48.1% | -39.0% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling