+1,381.3%
WDC vs CSGP
+45.2%
+1,336.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +6.6% |
| 7D | +1.7% | -4.1% | +5.8% | +2.9% |
| 30D | -10.0% | +2.3% | -12.3% | -11.1% |
| 3M | -18.8% | -8.2% | -10.6% | -18.9% |
| 6M | +79.0% | -35.1% | +114.1% | +101.4% |
| YTD | +171.6% | -54.0% | +225.6% | +244.9% |
| 1Y | +417.4% | -65.3% | +482.7% | +638.3% |
| 3Y | +1,251.8% | -62.6% | +1,314.4% | +1,692.4% |
| 5Y | +911.7% | -64.8% | +976.5% | +1,232.2% |
| All | +1,381.3% | +45.2% | +1,336.1% | +917.3% |
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 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