+35.7%
CTSH vs W
+211.1%
-175.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | +3.9% | +3.2% | +0.7% | +3.2% |
| 3M | +10.2% | +8.3% | +1.9% | +8.6% |
| 6M | +35.3% | +84.3% | -49.0% | +22.5% |
| YTD | -21.8% | +11.0% | -32.8% | -24.9% |
| 1Y | -12.1% | -0.2% | -11.9% | -14.6% |
| 3Y | +2.0% | +157.9% | -155.9% | -18.1% |
| 5Y | -15.3% | -56.8% | +41.5% | -22.3% |
| All | +35.7% | +211.1% | -175.4% | -7.7% |
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