+66.6%
WDC vs CSGP
-53.7%
+120.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +11.1% |
| 7D | -14.4% | -1.8% | -12.6% | -15.3% |
| 30D | -27.1% | +5.3% | -32.4% | -23.3% |
| 3M | -33.3% | +3.3% | -36.6% | -30.1% |
| 6M | -39.6% | -4.7% | -34.9% | -35.4% |
| YTD | +68.4% | -53.5% | +121.9% | +71.2% |
| All | +66.6% | -53.7% | +120.4% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling