+34,247.0%
CTSH vs WM
+763.2%
+33,483.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +12.4% | -2.4% | +14.7% | +13.6% |
| 3M | +17.4% | +0.4% | +16.9% | +17.2% |
| 6M | -3.1% | -9.5% | +6.4% | +1.1% |
| YTD | -23.6% | +0.5% | -24.1% | -24.1% |
| 1Y | -10.8% | -1.1% | -9.7% | -11.1% |
| 3Y | -8.3% | +46.0% | -54.3% | -24.6% |
| 5Y | -11.3% | +51.8% | -63.1% | -29.2% |
| 10Y | +22.6% | +307.5% | -284.9% | -37.0% |
| All | +34,247.0% | +763.2% | +33,483.8% | +11,908.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling