+1.8%
CTSH vs WSM
+260.3%
-258.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | +1.4% | +5.1% | -3.7% | +0.4% |
| 3M | +7.5% | +5.1% | +2.3% | +6.4% |
| 6M | +39.6% | +48.6% | -9.0% | +29.5% |
| YTD | -22.3% | +44.2% | -66.5% | -27.4% |
| 1Y | -12.0% | +38.1% | -50.0% | -17.2% |
| 3Y | +1.8% | +257.2% | -255.4% | -18.9% |
| All | +1.8% | +260.3% | -258.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling