+34.8%
CTSH vs WSM
+1,131.4%
-1,096.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | +1.4% | +5.1% | -3.7% | +0.1% |
| 3M | +7.5% | +5.1% | +2.3% | +6.0% |
| 6M | +39.6% | +48.6% | -9.0% | +26.6% |
| YTD | -22.3% | +44.2% | -66.5% | -29.2% |
| 1Y | -12.0% | +38.1% | -50.0% | -19.0% |
| 3Y | +1.8% | +257.2% | -255.4% | -28.8% |
| 5Y | -15.8% | +165.1% | -180.9% | -39.2% |
| All | +34.8% | +1,131.4% | -1,096.5% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling