-7.6%
CTSH vs WAB
+46.5%
-54.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.4% |
| 7D | -0.9% | +4.5% | -5.4% | +0.4% |
| 30D | +13.1% | +1.1% | +12.0% | +13.7% |
| 3M | +17.9% | -1.3% | +19.1% | +18.0% |
| 6M | +28.5% | +12.7% | +15.7% | +31.0% |
| YTD | -19.3% | +38.7% | -58.0% | -26.0% |
| 1Y | -7.6% | +44.9% | -52.6% | -18.3% |
| All | -7.6% | +46.5% | -54.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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