-14.8%
CTSH vs WCN
+30.9%
-45.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 6M | -8.4% | -3.7% | -4.7% | -7.0% |
| YTD | -26.5% | -6.4% | -20.1% | -24.6% |
| 1Y | -13.9% | -7.9% | -6.0% | -11.2% |
| 3Y | -11.3% | +20.8% | -32.1% | -17.9% |
| 5Y | -14.8% | +29.0% | -43.8% | -25.2% |
| All | -14.8% | +30.9% | -45.8% | -25.2% |
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 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