+298.2%
WBD vs CSGP
+584.3%
-286.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -1.8% | -4.1% | +2.3% | -0.5% |
| 30D | +8.8% | +2.3% | +6.5% | +7.4% |
| 3M | +4.6% | -8.2% | +12.8% | +6.2% |
| 6M | +1.1% | -35.1% | +36.1% | +14.7% |
| YTD | -2.0% | -54.0% | +52.1% | +23.6% |
| 1Y | +140.0% | -65.3% | +205.3% | +233.0% |
| 3Y | +144.4% | -62.6% | +206.9% | +227.5% |
| 5Y | -0.2% | -64.8% | +64.6% | +33.1% |
| 10Y | +9.1% | +45.1% | -36.0% | -14.3% |
| All | +298.2% | +584.3% | -286.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling