+22.2%
CTSH vs WSM
+1,071.8%
-1,049.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +3.7% | -7.7% | +11.4% | +5.5% |
| 3M | +17.9% | +3.8% | +14.2% | +16.6% |
| 6M | -2.6% | +22.7% | -25.3% | -7.7% |
| YTD | -26.4% | +28.0% | -54.4% | -30.9% |
| 1Y | -13.0% | +12.7% | -25.8% | -16.2% |
| 3Y | -11.2% | +231.3% | -242.5% | -36.8% |
| 5Y | -14.3% | +177.2% | -191.5% | -38.6% |
| All | +22.2% | +1,071.8% | -1,049.6% | -41.8% |
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