-11.3%
CTSH vs WCN
+19.6%
-31.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | -5.5% | -0.4% | -5.0% | -5.3% |
| 30D | +4.5% | -2.1% | +6.6% | +5.5% |
| 3M | +13.7% | +6.4% | +7.4% | +11.8% |
| 6M | -8.4% | -3.7% | -4.7% | -6.7% |
| YTD | -26.5% | -6.4% | -20.1% | -24.4% |
| 1Y | -13.9% | -7.9% | -6.0% | -10.9% |
| 3Y | -11.3% | +20.8% | -32.1% | -14.2% |
| All | -11.3% | +19.6% | -31.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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