-10.9%
CTSH vs WAT
-3.2%
-7.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +12.4% | +2.3% | +10.0% | +11.6% |
| 3M | +17.4% | +8.7% | +8.6% | +14.1% |
| 6M | -3.1% | +28.3% | -31.4% | -11.0% |
| YTD | -23.6% | +7.8% | -31.3% | -26.0% |
| 1Y | -10.8% | +36.6% | -47.4% | -20.2% |
| 3Y | -8.3% | +45.7% | -54.0% | -22.9% |
| All | -10.9% | -3.2% | -7.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling