-9.3%
CTSH vs WM
+62.1%
-71.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | +6.4% | +4.5% | +1.9% | +4.7% |
| 30D | +16.3% | +16.1% | +0.2% | +9.9% |
| 3M | +20.0% | +8.0% | +12.0% | +16.4% |
| 6M | +29.9% | +8.4% | +21.5% | +26.1% |
| YTD | -18.4% | +11.2% | -29.6% | -21.7% |
| 1Y | -8.9% | +22.3% | -31.2% | -15.6% |
| 3Y | +6.0% | +50.2% | -44.2% | -10.1% |
| 5Y | -9.3% | +63.3% | -72.6% | -27.3% |
| All | -9.3% | +62.1% | -71.3% | -27.3% |
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 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