+35,040.8%
CTSH vs WSM
+5,178.2%
+29,862.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | -4.2% | -3.2% | -1.0% | -3.4% |
| 30D | +3.9% | +4.6% | -0.7% | +2.5% |
| 3M | +10.2% | +2.4% | +7.7% | +9.2% |
| 6M | +35.3% | +43.7% | -8.4% | +22.0% |
| YTD | -21.8% | +42.1% | -63.9% | -29.5% |
| 1Y | -12.1% | +32.3% | -44.4% | -19.4% |
| 3Y | +2.0% | +253.0% | -251.0% | -31.9% |
| 5Y | -15.3% | +161.3% | -176.6% | -41.1% |
| 10Y | +35.7% | +1,105.9% | -1,070.2% | -44.4% |
| All | +35,040.8% | +5,178.2% | +29,862.6% | +6,844.7% |
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