+34,247.0%
CTSH vs WSM
+4,679.7%
+29,567.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.2% |
| 7D | -2.7% | -3.3% | +0.6% | -1.9% |
| 30D | +12.4% | -8.4% | +20.7% | +14.9% |
| 3M | +17.4% | +9.7% | +7.7% | +14.0% |
| 6M | -3.1% | +16.7% | -19.8% | -7.7% |
| YTD | -23.6% | +28.7% | -52.2% | -29.1% |
| 1Y | -10.8% | +13.7% | -24.5% | -14.8% |
| 3Y | -8.3% | +230.1% | -238.4% | -37.8% |
| 5Y | -11.3% | +179.0% | -190.3% | -39.5% |
| 10Y | +22.6% | +1,002.5% | -979.9% | -48.6% |
| All | +34,247.0% | +4,679.7% | +29,567.3% | +6,883.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling