+34.8%
CTSH vs WM
+330.8%
-295.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +3.2% | -5.3% | -3.9% |
| 30D | +1.4% | +13.0% | -11.6% | -5.6% |
| 3M | +7.5% | +9.2% | -1.8% | +2.0% |
| 6M | +39.6% | +13.6% | +25.9% | +29.4% |
| YTD | -22.3% | +12.4% | -34.7% | -27.9% |
| 1Y | -12.0% | +21.2% | -33.2% | -22.0% |
| 3Y | +1.8% | +48.7% | -46.9% | -22.7% |
| 5Y | -15.8% | +61.9% | -77.7% | -41.0% |
| All | +34.8% | +330.8% | -295.9% | -48.6% |
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