+18.7%
CTSH vs NWSA
+148.8%
-130.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -9.8% | -4.8% | -5.0% | -7.7% |
| 30D | +0.1% | +3.0% | -2.9% | -1.1% |
| 3M | +13.2% | +9.3% | +3.9% | +9.2% |
| 6M | -6.2% | +23.2% | -29.4% | -14.2% |
| YTD | -28.5% | +13.3% | -41.8% | -32.1% |
| 1Y | -13.8% | +2.9% | -16.7% | -15.1% |
| 3Y | -13.7% | +43.3% | -57.0% | -26.6% |
| 5Y | -16.7% | +40.9% | -57.6% | -30.5% |
| All | +18.7% | +148.8% | -130.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling