+34.8%
CTSH vs WEC
+197.9%
-163.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | -2.1% | +2.3% | -4.5% | -3.0% |
| 30D | +1.4% | +11.1% | -9.7% | -2.5% |
| 3M | +7.5% | +8.4% | -1.0% | +4.2% |
| 6M | +39.6% | +7.5% | +32.1% | +35.4% |
| YTD | -22.3% | +15.3% | -37.6% | -27.1% |
| 1Y | -12.0% | +9.7% | -21.7% | -15.8% |
| 3Y | +1.8% | +64.7% | -62.9% | -18.9% |
| 5Y | -15.8% | +57.3% | -73.1% | -32.6% |
| All | +34.8% | +197.9% | -163.1% | -16.0% |
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