+567.0%
WDC vs CSGP
-62.5%
+629.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.9% | -5.1% |
| 7D | +12.1% | +1.3% | +10.7% | +12.0% |
| 30D | -18.8% | +2.8% | -21.6% | -19.2% |
| 3M | -39.3% | -6.3% | -33.0% | -39.2% |
| 6M | -40.1% | -3.2% | -37.0% | -40.7% |
| YTD | +71.8% | -54.0% | +125.8% | +104.1% |
| 1Y | +88.5% | -54.8% | +143.3% | +124.9% |
| 3Y | +770.0% | -60.6% | +830.6% | +947.9% |
| All | +567.0% | -62.5% | +629.5% | +720.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling