+533.3%
WDC vs CSGP
-62.1%
+595.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.7% | -17.3% |
| 7D | -32.3% | +13.9% | -46.2% | -32.7% |
| 30D | -34.9% | +16.0% | -50.9% | -35.8% |
| 3M | -48.4% | +6.1% | -54.5% | -48.9% |
| 6M | -42.4% | -8.2% | -34.3% | -42.0% |
| YTD | +55.5% | -52.3% | +107.9% | +84.5% |
| 1Y | +67.5% | -54.5% | +122.0% | +101.2% |
| 3Y | +727.3% | -58.6% | +785.9% | +888.4% |
| 5Y | +533.3% | -61.5% | +594.8% | +668.3% |
| All | +533.3% | -62.1% | +595.4% | +668.3% |
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