-10.9%
CTSH vs WAB
+222.7%
-233.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -2.7% | -3.2% | +0.5% | -1.6% |
| 30D | +12.4% | -4.4% | +16.8% | +14.1% |
| 3M | +17.4% | +7.9% | +9.5% | +12.5% |
| 6M | -3.1% | +8.7% | -11.8% | -8.3% |
| YTD | -23.6% | +33.0% | -56.5% | -34.7% |
| 1Y | -10.8% | +46.7% | -57.5% | -27.4% |
| 3Y | -8.3% | +153.0% | -161.3% | -44.7% |
| All | -10.9% | +222.7% | -233.7% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling