+695.1%
WDC vs CSGP
+65.4%
+629.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | -3.2% | -7.1% | +3.8% | -1.4% |
| 30D | -19.0% | +3.6% | -22.7% | -21.1% |
| 3M | -28.4% | -2.7% | -25.7% | -29.7% |
| 6M | -39.2% | -8.0% | -31.2% | -40.8% |
| YTD | +82.1% | -55.0% | +137.0% | +128.8% |
| 1Y | +84.7% | -55.8% | +140.4% | +133.1% |
| 3Y | +825.6% | -62.0% | +887.6% | +1,095.0% |
| 5Y | +608.2% | -62.9% | +671.1% | +791.3% |
| 10Y | +695.1% | +62.6% | +632.5% | +394.0% |
| All | +695.1% | +65.4% | +629.7% | +394.0% |
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