+37.8%
CTSH vs W
+268.4%
-230.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.3% |
| 7D | -2.3% | +3.3% | -5.6% | -2.8% |
| 30D | +7.4% | +10.5% | -3.1% | +5.8% |
| 3M | +10.9% | +9.6% | +1.3% | +9.2% |
| 6M | +24.7% | +76.4% | -51.7% | +13.6% |
| YTD | -22.0% | +16.4% | -38.4% | -25.5% |
| 1Y | -11.2% | +9.3% | -20.5% | -14.6% |
| 3Y | +3.9% | +172.8% | -169.0% | -17.3% |
| 5Y | -13.9% | -53.4% | +39.4% | -21.9% |
| 10Y | +37.8% | +243.6% | -205.9% | -5.8% |
| All | +37.8% | +268.4% | -230.7% | -5.8% |
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