+34.8%
CTSH vs NWSA
+148.1%
-113.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.8% |
| 7D | -2.1% | +2.2% | -4.3% | -3.1% |
| 30D | +1.4% | -8.8% | +10.2% | +4.9% |
| 3M | +7.5% | -6.5% | +13.9% | +10.0% |
| 6M | +39.6% | +1.5% | +38.1% | +38.0% |
| YTD | -22.3% | +4.0% | -26.3% | -24.0% |
| 1Y | -12.0% | +3.4% | -15.4% | -13.6% |
| 3Y | +1.8% | +34.8% | -33.0% | -11.6% |
| 5Y | -15.8% | +18.4% | -34.2% | -24.9% |
| All | +34.8% | +148.1% | -113.3% | -20.2% |
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