+37.8%
CTSH vs WEC
+178.6%
-140.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | +7.4% | +12.9% | -5.5% | +2.7% |
| 3M | +10.9% | +9.8% | +1.1% | +7.0% |
| 6M | +24.7% | +6.7% | +17.9% | +21.2% |
| YTD | -22.0% | +14.0% | -36.0% | -26.5% |
| 1Y | -11.2% | +7.3% | -18.5% | -14.3% |
| 3Y | +3.9% | +63.8% | -59.9% | -17.1% |
| 5Y | -13.9% | +54.8% | -68.7% | -30.6% |
| 10Y | +37.8% | +185.7% | -147.9% | -10.3% |
| All | +37.8% | +178.6% | -140.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling