-11.2%
CTSH vs WAT
+22.1%
-33.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +8.0% | +9.0% | -1.0% | +5.4% |
| 3M | +10.6% | +13.5% | -2.9% | +6.5% |
| 6M | +32.5% | +35.3% | -2.8% | +20.9% |
| YTD | -21.0% | +24.0% | -44.9% | -25.0% |
| All | -11.2% | +22.1% | -33.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling