-10.9%
CTSH vs WM
+52.1%
-63.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | -2.4% | +14.7% | +13.3% |
| 3M | +17.4% | +0.4% | +16.9% | +17.4% |
| 6M | -3.1% | -9.5% | +6.4% | +0.4% |
| YTD | -23.6% | +0.5% | -24.1% | -23.8% |
| 1Y | -10.8% | -1.1% | -9.7% | -10.7% |
| 3Y | -8.3% | +46.0% | -54.3% | -21.7% |
| All | -10.9% | +52.1% | -63.1% | -27.7% |
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