+35.8%
CTSH vs WM
+339.4%
-303.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.5% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | +13.4% | +13.1% | +0.3% | +5.6% |
| 3M | +14.4% | +3.6% | +10.8% | +12.0% |
| 6M | +27.7% | +8.1% | +19.6% | +21.9% |
| YTD | -20.6% | +8.9% | -29.5% | -25.0% |
| 1Y | -9.1% | +20.3% | -29.5% | -19.1% |
| 3Y | +3.1% | +46.2% | -43.1% | -20.9% |
| 5Y | -11.8% | +59.9% | -71.7% | -37.8% |
| All | +35.8% | +339.4% | -303.7% | -45.5% |
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