+35.8%
CTSH vs W
+238.4%
-202.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | -0.6% | -3.6% | +3.0% | -0.2% |
| 30D | +13.4% | +7.0% | +6.4% | +12.2% |
| 3M | +14.4% | +7.4% | +7.1% | +13.0% |
| 6M | +27.7% | +69.3% | -41.6% | +17.0% |
| YTD | -20.6% | +11.3% | -31.9% | -23.7% |
| 1Y | -9.1% | +13.2% | -22.3% | -13.1% |
| 3Y | +3.1% | +142.0% | -138.9% | -16.5% |
| 5Y | -11.8% | -54.6% | +42.9% | -19.6% |
| All | +35.8% | +238.4% | -202.6% | -4.1% |
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 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