+63.0%
CTSH vs W
+176.2%
-113.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.9% |
| 7D | -2.7% | -4.2% | +1.5% | -2.2% |
| 30D | +12.4% | -7.6% | +19.9% | +13.3% |
| 3M | +17.4% | +37.2% | -19.8% | +11.4% |
| 6M | -3.1% | +26.3% | -29.4% | -7.5% |
| YTD | -23.6% | -1.0% | -22.6% | -25.1% |
| 1Y | -10.8% | +20.1% | -30.9% | -15.4% |
| 3Y | -8.3% | +37.8% | -46.1% | -19.3% |
| 5Y | -11.3% | -63.7% | +52.3% | -16.8% |
| 10Y | +22.6% | +156.3% | -133.7% | -18.9% |
| All | +63.0% | +176.2% | -113.2% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling