-12.1%
CTSH vs WM
+59.1%
-71.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +13.4% | +13.1% | +0.3% | +8.3% |
| 3M | +14.4% | +3.6% | +10.8% | +12.8% |
| 6M | +27.7% | +8.1% | +19.6% | +24.2% |
| YTD | -20.6% | +8.9% | -29.5% | -23.2% |
| 1Y | -9.1% | +20.3% | -29.5% | -15.3% |
| 3Y | +3.1% | +46.2% | -43.1% | -11.6% |
| All | -12.1% | +59.1% | -71.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling