-7.6%
CTSH vs W
+21.5%
-29.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.0% | -7.9% | +1.9% |
| 7D | -0.9% | +8.4% | -9.2% | -1.8% |
| 30D | +13.1% | +16.5% | -3.4% | +11.2% |
| 3M | +17.9% | +6.4% | +11.4% | +16.6% |
| 6M | +28.5% | +90.5% | -62.0% | +16.8% |
| YTD | -19.3% | +23.1% | -42.4% | -23.0% |
| 1Y | -7.6% | +24.3% | -31.9% | -12.1% |
| All | -7.6% | +21.5% | -29.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling