+345.7%
WM vs CSGP
+71.3%
+274.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +4.5% | +13.9% | -9.4% | +1.7% |
| 30D | +16.1% | +16.0% | +0.1% | +12.4% |
| 3M | +8.0% | +6.1% | +1.9% | +6.1% |
| 6M | +8.4% | -8.2% | +16.6% | +9.2% |
| YTD | +11.2% | -52.3% | +63.6% | +26.7% |
| 1Y | +22.3% | -54.5% | +76.8% | +40.5% |
| 3Y | +50.2% | -58.6% | +108.8% | +72.3% |
| 5Y | +63.3% | -61.5% | +124.8% | +86.9% |
| All | +345.7% | +71.3% | +274.3% | +284.0% |
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