+38.7%
CTSH vs WM
+329.9%
-291.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +1.8% | +1.2% | +0.7% | +1.2% |
| 30D | +9.8% | +13.7% | -3.9% | +1.9% |
| 3M | +12.1% | +5.2% | +6.9% | +8.8% |
| 6M | +27.4% | +11.2% | +16.2% | +19.7% |
| YTD | -20.3% | +9.4% | -29.7% | -24.9% |
| 1Y | -8.8% | +20.4% | -29.2% | -18.9% |
| 3Y | +4.0% | +44.7% | -40.6% | -19.7% |
| 5Y | -12.2% | +58.5% | -70.7% | -37.7% |
| 10Y | +38.7% | +326.4% | -287.6% | -46.3% |
| All | +38.7% | +329.9% | -291.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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