+12,562.8%
CGNX vs WSM
+34,573.3%
-22,010.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +6.0% | -7.7% | +13.7% | +8.2% |
| 3M | +3.5% | +3.8% | -0.2% | +2.4% |
| 6M | +26.3% | +22.7% | +3.6% | +19.5% |
| YTD | +79.2% | +28.0% | +51.2% | +67.3% |
| 1Y | +43.8% | +12.7% | +31.1% | +38.5% |
| 3Y | +52.0% | +231.3% | -179.3% | +8.0% |
| 5Y | -24.0% | +177.2% | -201.2% | -45.1% |
| 10Y | +189.1% | +1,065.8% | -876.7% | +34.0% |
| All | +12,562.8% | +34,573.3% | -22,010.5% | +1,867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling