+1.8%
CTSH vs WING
-23.4%
+25.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -2.0% |
| 30D | +1.4% | +29.5% | -28.1% | -1.8% |
| 3M | +7.5% | +40.2% | -32.7% | +2.8% |
| 6M | +39.6% | +32.7% | +6.9% | +33.8% |
| YTD | -22.3% | -32.8% | +10.5% | -19.6% |
| 1Y | -12.0% | -31.7% | +19.8% | -9.2% |
| 3Y | +1.8% | -24.7% | +26.5% | -0.4% |
| All | +1.8% | -23.4% | +25.2% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling