+37.8%
CTSH vs WAT
+232.2%
-194.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.3% |
| 7D | -2.3% | +6.0% | -8.3% | -4.5% |
| 30D | +7.4% | +9.9% | -2.5% | +3.3% |
| 3M | +10.9% | +17.2% | -6.2% | +3.8% |
| 6M | +24.7% | +34.2% | -9.6% | +10.2% |
| YTD | -22.0% | +25.5% | -47.5% | -29.9% |
| 1Y | -11.2% | +28.3% | -39.4% | -20.9% |
| 3Y | +3.9% | +88.4% | -84.5% | -25.6% |
| 5Y | -13.9% | +36.1% | -50.1% | -30.5% |
| 10Y | +37.8% | +234.8% | -197.0% | -25.9% |
| All | +37.8% | +232.2% | -194.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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