+36,578.7%
CTSH vs WM
+855.3%
+35,723.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.6% |
| 7D | +6.4% | +4.5% | +1.9% | +4.3% |
| 30D | +16.3% | +16.1% | +0.2% | +8.6% |
| 3M | +20.0% | +8.0% | +12.0% | +15.7% |
| 6M | +29.9% | +8.4% | +21.5% | +25.1% |
| YTD | -18.4% | +11.2% | -29.6% | -22.6% |
| 1Y | -8.9% | +22.3% | -31.2% | -17.4% |
| 3Y | +6.0% | +50.2% | -44.2% | -13.8% |
| 5Y | -9.3% | +63.3% | -72.6% | -29.9% |
| 10Y | +46.7% | +355.0% | -308.3% | -28.3% |
| All | +36,578.7% | +855.3% | +35,723.4% | +12,136.3% |
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 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