+35,575.5%
CTSH vs WAT
+3,035.6%
+32,539.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +13.4% | +5.0% | +8.4% | +11.3% |
| 3M | +14.4% | +14.5% | -0.1% | +8.9% |
| 6M | +27.7% | +30.9% | -3.2% | +15.7% |
| YTD | -20.6% | +20.5% | -41.1% | -26.8% |
| 1Y | -9.1% | +23.3% | -32.4% | -16.9% |
| 3Y | +3.1% | +81.5% | -78.4% | -20.3% |
| 5Y | -11.8% | +33.4% | -45.2% | -25.6% |
| 10Y | +42.7% | +231.5% | -188.8% | -13.2% |
| All | +35,575.5% | +3,035.6% | +32,539.9% | +8,769.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling