-10.9%
CTSH vs WCC
+216.1%
-227.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -4.2% |
| 7D | -2.7% | +4.5% | -7.2% | -3.4% |
| 30D | +12.4% | -5.8% | +18.2% | +13.3% |
| 3M | +17.4% | -3.7% | +21.0% | +17.1% |
| 6M | -3.1% | +23.1% | -26.1% | -9.4% |
| YTD | -23.6% | +44.2% | -67.7% | -31.5% |
| 1Y | -10.8% | +62.1% | -72.9% | -22.5% |
| 3Y | -8.3% | +121.1% | -129.4% | -29.5% |
| All | -10.9% | +216.1% | -227.0% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling