+37.8%
CTSH vs WING
+742.9%
-705.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.4% | -10.1% | -3.1% |
| 7D | -2.3% | +8.6% | -10.8% | -3.7% |
| 30D | +7.4% | +44.8% | -37.3% | +0.6% |
| 3M | +10.9% | +51.9% | -41.0% | +2.5% |
| 6M | +24.7% | +37.2% | -12.6% | +16.4% |
| YTD | -22.0% | -25.3% | +3.3% | -20.1% |
| 1Y | -11.2% | -25.1% | +13.9% | -9.2% |
| 3Y | +3.9% | -12.9% | +16.8% | -2.2% |
| 5Y | -13.9% | +12.0% | -25.9% | -26.4% |
| 10Y | +37.8% | +716.5% | -678.7% | -16.7% |
| All | +37.8% | +742.9% | -705.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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