+34.8%
CTSH vs WAB
+266.7%
-231.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.1% | +5.1% | -7.2% | -3.9% |
| 30D | +1.4% | +4.0% | -2.6% | -0.4% |
| 3M | +7.5% | +0.1% | +7.4% | +6.7% |
| 6M | +39.6% | +12.8% | +26.8% | +31.2% |
| YTD | -22.3% | +40.1% | -62.4% | -33.6% |
| 1Y | -12.0% | +46.4% | -58.3% | -26.0% |
| 3Y | +1.8% | +167.4% | -165.6% | -33.4% |
| 5Y | -15.8% | +215.0% | -230.9% | -49.0% |
| All | +34.8% | +266.7% | -231.8% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling