-11.3%
CTSH vs WSM
+239.4%
-250.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -5.5% | +2.6% | -8.0% | -5.9% |
| 30D | +4.5% | -9.5% | +14.0% | +6.2% |
| 3M | +13.7% | +12.9% | +0.9% | +11.0% |
| 6M | -8.4% | +23.0% | -31.4% | -12.1% |
| YTD | -26.5% | +28.9% | -55.4% | -29.9% |
| 1Y | -13.9% | +13.7% | -27.6% | -16.4% |
| 3Y | -11.3% | +232.6% | -244.0% | -28.9% |
| All | -11.3% | +239.4% | -250.7% | -28.9% |
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