+779.6%
WM vs CSGP
+3,520.0%
-2,740.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.1% |
| 7D | +5.9% | +18.3% | -12.4% | +3.5% |
| 30D | +15.4% | +17.8% | -2.4% | +12.7% |
| 3M | +6.3% | +9.3% | -2.9% | +4.7% |
| 6M | +5.6% | -7.9% | +13.5% | +6.1% |
| YTD | +9.9% | -51.5% | +61.5% | +19.6% |
| 1Y | +20.8% | -53.3% | +74.1% | +32.0% |
| 3Y | +48.5% | -57.9% | +106.4% | +62.6% |
| 5Y | +60.6% | -61.3% | +121.9% | +75.3% |
| 10Y | +349.8% | +77.5% | +272.2% | +302.0% |
| All | +779.6% | +3,520.0% | -2,740.4% | +379.7% |
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