-12.4%
CTSH vs WING
-33.5%
+21.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.6% | -2.7% | +0.1% | -2.4% |
| 30D | +0.9% | +29.3% | -28.4% | -2.6% |
| 3M | +6.9% | +39.9% | -33.0% | +1.9% |
| 6M | +38.8% | +32.4% | +6.4% | +32.5% |
| YTD | -22.7% | -32.9% | +10.2% | -17.2% |
| 1Y | -12.4% | -31.9% | +19.4% | -6.7% |
| All | -12.4% | -33.5% | +21.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling