+704.1%
WM vs CSGP
+3,334.4%
-2,630.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -0.3% | -4.1% | +3.8% | +0.2% |
| 30D | -2.4% | +2.3% | -4.7% | -2.8% |
| 3M | +0.4% | -8.2% | +8.6% | +1.3% |
| 6M | -9.5% | -35.1% | +25.6% | -4.6% |
| YTD | +0.5% | -54.0% | +54.5% | +10.3% |
| 1Y | -1.1% | -65.3% | +64.2% | +12.6% |
| 3Y | +46.0% | -62.6% | +108.6% | +62.7% |
| 5Y | +51.8% | -64.8% | +116.6% | +68.1% |
| 10Y | +307.5% | +45.1% | +262.4% | +273.9% |
| All | +704.1% | +3,334.4% | -2,630.3% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling