-7.6%
CTSH vs WSM
+44.0%
-51.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +1.4% |
| 7D | -0.9% | +8.0% | -8.9% | -3.0% |
| 30D | +13.1% | +13.5% | -0.4% | +9.4% |
| 3M | +17.9% | +8.8% | +9.0% | +15.2% |
| 6M | +28.5% | +54.7% | -26.2% | +11.5% |
| YTD | -19.3% | +53.3% | -72.6% | -28.7% |
| 1Y | -7.6% | +41.1% | -48.7% | -14.9% |
| All | -7.6% | +44.0% | -51.6% | -14.9% |
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