+22.5%
CTSH vs WAT
+153.6%
-131.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.2% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | +4.5% | -1.0% | +5.5% | +4.9% |
| 3M | +13.7% | +10.9% | +2.9% | +9.1% |
| 6M | -8.4% | +33.2% | -41.6% | -18.8% |
| YTD | -26.5% | +6.1% | -32.6% | -29.1% |
| 1Y | -13.9% | +30.2% | -44.2% | -23.7% |
| 3Y | -11.3% | +52.9% | -64.2% | -30.3% |
| 5Y | -14.8% | -5.1% | -9.7% | -19.0% |
| 10Y | +22.5% | +152.6% | -130.1% | -25.8% |
| All | +22.5% | +153.6% | -131.1% | -25.8% |
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