+653.4%
WDC vs CSGP
+72.5%
+580.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +9.3% |
| 7D | -14.4% | -1.8% | -12.6% | -14.0% |
| 30D | -27.1% | +5.3% | -32.4% | -29.1% |
| 3M | -33.3% | +3.3% | -36.6% | -35.5% |
| 6M | -39.6% | -4.7% | -34.9% | -41.8% |
| YTD | +68.4% | -53.5% | +121.9% | +110.0% |
| 1Y | +78.2% | -53.7% | +131.9% | +121.8% |
| 3Y | +772.0% | -59.7% | +831.8% | +1,002.4% |
| 5Y | +584.9% | -62.5% | +647.4% | +765.0% |
| 10Y | +653.4% | +67.3% | +586.2% | +356.8% |
| All | +653.4% | +72.5% | +580.9% | +356.8% |
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