+427.1%
WMT vs CSGP
+44.3%
+382.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +3.9% | -4.1% | +8.0% | +4.5% |
| 30D | -4.4% | +2.3% | -6.7% | -4.7% |
| 3M | -8.8% | -8.2% | -0.6% | -8.0% |
| 6M | -15.6% | -35.1% | +19.4% | -11.4% |
| YTD | -3.2% | -54.0% | +50.8% | +6.0% |
| 1Y | +7.0% | -65.3% | +72.4% | +22.1% |
| 3Y | +105.3% | -62.6% | +167.9% | +128.2% |
| 5Y | +129.3% | -64.8% | +194.1% | +153.7% |
| All | +427.1% | +44.3% | +382.9% | +377.5% |
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