+22.5%
CTSH vs W
+146.2%
-123.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -3.9% |
| 7D | -5.5% | +6.5% | -12.0% | -6.3% |
| 30D | +4.5% | -6.2% | +10.7% | +5.3% |
| 3M | +13.7% | +48.9% | -35.1% | +6.5% |
| 6M | -8.4% | +31.2% | -39.6% | -13.3% |
| YTD | -26.5% | -0.4% | -26.1% | -28.1% |
| 1Y | -13.9% | +14.8% | -28.8% | -18.1% |
| 3Y | -11.3% | +40.5% | -51.8% | -22.8% |
| 5Y | -14.8% | -62.1% | +47.3% | -20.5% |
| 10Y | +22.5% | +141.5% | -119.0% | -17.7% |
| All | +22.5% | +146.2% | -123.7% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling