+60.6%
WM vs CSGP
-61.6%
+122.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.0% |
| 7D | +5.9% | +18.3% | -12.4% | +3.3% |
| 30D | +15.4% | +17.8% | -2.4% | +12.6% |
| 3M | +6.3% | +9.3% | -2.9% | +4.6% |
| 6M | +5.6% | -7.9% | +13.5% | +6.0% |
| YTD | +9.9% | -51.5% | +61.5% | +19.4% |
| 1Y | +20.8% | -53.3% | +74.1% | +31.8% |
| 3Y | +48.5% | -57.9% | +106.4% | +62.1% |
| 5Y | +60.6% | -61.3% | +121.9% | +84.6% |
| All | +60.6% | -61.6% | +122.1% | +84.6% |
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