+205.5%
WBD vs CSGP
-64.5%
+270.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -15.6% | +29.8% | +18.3% |
| 7D | +14.2% | -15.6% | +29.8% | +18.3% |
| 30D | +14.2% | -15.6% | +29.8% | +18.3% |
| 3M | +14.2% | -15.6% | +29.8% | +18.3% |
| 6M | +13.3% | -30.8% | +44.1% | +25.7% |
| YTD | +7.4% | -58.9% | +66.3% | +45.5% |
| 1Y | +63.0% | -67.4% | +130.4% | +148.6% |
| All | +205.5% | -64.5% | +270.1% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling