-11.3%
CTSH vs WCC
+137.6%
-149.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.1% |
| 7D | -5.5% | +8.5% | -14.0% | -6.2% |
| 30D | +4.5% | -1.0% | +5.5% | +4.5% |
| 3M | +13.7% | +2.1% | +11.6% | +13.0% |
| 6M | -8.4% | +36.8% | -45.2% | -14.8% |
| YTD | -26.5% | +47.7% | -74.2% | -33.1% |
| 1Y | -13.9% | +66.5% | -80.4% | -23.9% |
| 3Y | -11.3% | +134.2% | -145.5% | -31.6% |
| All | -11.3% | +137.6% | -149.0% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling