+1.0%
WBD vs CSGP
-64.7%
+65.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -1.8% | -4.1% | +2.3% | -0.4% |
| 30D | +8.8% | +2.3% | +6.5% | +7.3% |
| 3M | +4.6% | -8.2% | +12.8% | +6.5% |
| 6M | +1.1% | -35.1% | +36.1% | +17.3% |
| YTD | -2.0% | -54.0% | +52.1% | +29.7% |
| 1Y | +140.0% | -65.3% | +205.3% | +260.6% |
| 3Y | +144.4% | -62.6% | +206.9% | +246.5% |
| All | +1.0% | -64.7% | +65.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling