+35.7%
CTSH vs WELL
+464.2%
-428.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +3.9% | +6.8% | -2.8% | +2.0% |
| 3M | +10.2% | +6.7% | +3.4% | +8.0% |
| 6M | +35.3% | +13.8% | +21.5% | +29.7% |
| YTD | -21.8% | +33.8% | -55.6% | -29.1% |
| 1Y | -12.1% | +29.6% | -41.8% | -19.7% |
| 3Y | +2.0% | +203.1% | -201.0% | -29.4% |
| 5Y | -15.3% | +223.8% | -239.1% | -43.3% |
| All | +35.7% | +464.2% | -428.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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