+21.0%
CTSH vs WCC
+506.2%
-485.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -8.2% | +6.8% | -15.0% | -9.6% |
| 30D | +0.4% | -3.0% | +3.4% | +0.8% |
| 3M | +10.6% | +0.2% | +10.4% | +8.9% |
| 6M | -8.8% | +33.2% | -42.0% | -17.6% |
| YTD | -28.6% | +45.8% | -74.4% | -37.3% |
| 1Y | -15.9% | +68.4% | -84.3% | -29.2% |
| 3Y | -13.9% | +131.1% | -145.0% | -36.7% |
| 5Y | -17.1% | +225.6% | -242.7% | -47.5% |
| 10Y | +21.0% | +534.2% | -513.2% | -47.9% |
| All | +21.0% | +506.2% | -485.2% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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