-13.4%
CTSH vs W
+14.9%
-28.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -3.9% |
| 7D | -5.5% | +6.5% | -12.0% | -5.9% |
| 30D | +4.5% | -6.2% | +10.7% | +5.0% |
| 3M | +13.7% | +48.9% | -35.1% | +8.5% |
| 6M | -8.4% | +31.2% | -39.6% | -11.7% |
| YTD | -26.5% | -0.4% | -26.1% | -28.2% |
| All | -13.4% | +14.9% | -28.3% | -16.8% |
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 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