-12.1%
CTSH vs WELL
+227.0%
-239.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -0.6% | +4.4% | -5.0% | -1.7% |
| 30D | +13.4% | +10.8% | +2.6% | +10.6% |
| 3M | +14.4% | +4.2% | +10.2% | +13.1% |
| 6M | +27.7% | +14.0% | +13.7% | +23.1% |
| YTD | -20.6% | +33.4% | -54.0% | -27.7% |
| 1Y | -9.1% | +32.4% | -41.5% | -17.2% |
| 3Y | +3.1% | +194.7% | -191.7% | -31.7% |
| All | -12.1% | +227.0% | -239.1% | -44.2% |
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