+18.0%
CGNX vs WSM
+35.8%
-17.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.2% | -6.2% | -9.3% |
| 7D | -19.5% | -0.5% | -19.0% | -19.2% |
| 30D | -28.4% | +7.1% | -35.5% | -30.0% |
| 3M | -32.7% | +4.5% | -37.2% | -33.7% |
| 6M | -19.0% | +44.4% | -63.4% | -29.2% |
| YTD | +32.6% | +46.8% | -14.2% | +10.7% |
| 1Y | +18.0% | +31.7% | -13.7% | +3.6% |
| All | +18.0% | +35.8% | -17.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling