+583.6%
WDC vs CSGP
+63.3%
+520.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.2% | -0.3% |
| 7D | -28.0% | +1.3% | -29.2% | -28.3% |
| 30D | -34.9% | +10.7% | -45.6% | -37.9% |
| 3M | -41.6% | +3.3% | -44.8% | -43.6% |
| 6M | -45.4% | -10.3% | -35.0% | -46.4% |
| YTD | +53.3% | -54.6% | +107.8% | +92.2% |
| 1Y | +61.5% | -54.6% | +116.2% | +101.9% |
| 3Y | +712.3% | -60.3% | +772.7% | +928.2% |
| 5Y | +524.2% | -63.3% | +587.5% | +692.4% |
| All | +583.6% | +63.3% | +520.3% | +315.4% |
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 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