-12.1%
CTSH vs WSM
+31.6%
-43.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | 0.0% |
| 7D | -4.2% | -3.2% | -1.0% | -3.5% |
| 30D | +3.9% | +4.6% | -0.7% | +2.6% |
| 3M | +10.2% | +2.4% | +7.7% | +9.2% |
| 6M | +35.3% | +43.7% | -8.4% | +19.9% |
| YTD | -21.8% | +42.1% | -63.9% | -28.9% |
| 1Y | -12.1% | +32.3% | -44.4% | -17.4% |
| All | -12.1% | +31.6% | -43.7% | -17.4% |
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