-7.7%
CTSH vs WAB
+162.1%
-169.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | +12.4% | -4.4% | +16.8% | +13.3% |
| 3M | +17.4% | +7.9% | +9.5% | +14.0% |
| 6M | -3.1% | +8.7% | -11.8% | -6.8% |
| YTD | -23.6% | +33.0% | -56.5% | -32.6% |
| 1Y | -10.8% | +46.7% | -57.5% | -24.6% |
| All | -7.7% | +162.1% | -169.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling