+12.5%
CTSH vs WING
+405.9%
-393.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -2.7% | -3.9% | +1.2% | -2.1% |
| 30D | +12.4% | -11.6% | +23.9% | +14.4% |
| 3M | +17.4% | -24.2% | +41.6% | +22.1% |
| 6M | -3.1% | -54.1% | +51.0% | +9.3% |
| YTD | -23.6% | -53.9% | +30.3% | -14.4% |
| 1Y | -10.8% | -64.4% | +53.5% | +3.8% |
| 3Y | -8.3% | -30.2% | +21.9% | -10.4% |
| 5Y | -11.3% | -34.1% | +22.8% | -16.4% |
| 10Y | +22.6% | +342.1% | -319.5% | -23.0% |
| All | +12.5% | +405.9% | -393.4% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling