-10.9%
CTSH vs WEC
+31.0%
-41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | -1.3% | +13.7% | +12.6% |
| 3M | +17.4% | -3.9% | +21.3% | +18.2% |
| 6M | -3.1% | -8.3% | +5.2% | -1.4% |
| YTD | -23.6% | +3.1% | -26.6% | -24.9% |
| 1Y | -10.8% | +1.9% | -12.8% | -12.3% |
| 3Y | -8.3% | +41.9% | -50.2% | -19.6% |
| All | -10.9% | +31.0% | -41.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling