-24.5%
CGNX vs WSM
+175.3%
-199.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +6.0% | -7.7% | +13.7% | +9.1% |
| 3M | +3.5% | +3.8% | -0.2% | +1.9% |
| 6M | +26.3% | +22.7% | +3.6% | +16.7% |
| YTD | +79.2% | +28.0% | +51.2% | +62.2% |
| 1Y | +43.8% | +12.7% | +31.1% | +35.9% |
| 3Y | +52.0% | +231.3% | -179.3% | -8.0% |
| All | -24.5% | +175.3% | -199.8% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling