-14.8%
CTSH vs WELL
+215.5%
-230.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -5.5% | -1.3% | -4.2% | -5.2% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +13.7% | +19.1% | -5.3% | +8.8% |
| 6M | -8.4% | +17.0% | -25.4% | -12.6% |
| YTD | -26.5% | +29.2% | -55.7% | -32.3% |
| 1Y | -13.9% | +42.1% | -56.1% | -23.5% |
| 3Y | -11.3% | +204.5% | -215.9% | -41.2% |
| 5Y | -14.8% | +211.0% | -225.8% | -44.3% |
| All | -14.8% | +215.5% | -230.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling