-15.3%
CTSH vs WCN
+48.2%
-63.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.7% |
| 30D | +3.9% | +26.4% | -22.5% | -5.7% |
| 3M | +10.2% | +17.5% | -7.3% | +3.0% |
| 6M | +35.3% | +28.7% | +6.6% | +22.4% |
| YTD | -21.8% | +11.5% | -33.3% | -25.4% |
| 1Y | -12.1% | +15.9% | -28.0% | -17.4% |
| 3Y | +2.0% | +51.6% | -49.5% | -14.0% |
| 5Y | -15.3% | +47.9% | -63.2% | -28.6% |
| All | -15.3% | +48.2% | -63.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling