+21.0%
CTSH vs WAB
+282.7%
-261.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -8.2% | +0.2% | -8.4% | -8.3% |
| 30D | +0.4% | -4.6% | +5.0% | +1.9% |
| 3M | +10.6% | +5.6% | +4.9% | +7.3% |
| 6M | -8.8% | +13.8% | -22.6% | -14.7% |
| YTD | -28.6% | +31.9% | -60.5% | -37.1% |
| 1Y | -15.9% | +48.3% | -64.2% | -29.3% |
| 3Y | -13.9% | +167.1% | -181.0% | -43.0% |
| 5Y | -17.1% | +222.9% | -240.0% | -49.3% |
| 10Y | +21.0% | +289.9% | -268.9% | -33.9% |
| All | +21.0% | +282.7% | -261.7% | -33.9% |
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