-14.8%
CTSH vs WPM
+261.1%
-276.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -5.5% | +7.0% | -12.5% | -6.1% |
| 30D | +4.5% | +15.7% | -11.2% | +2.9% |
| 3M | +13.7% | +35.2% | -21.5% | +10.3% |
| 6M | -8.4% | +6.1% | -14.5% | -9.1% |
| YTD | -26.5% | +32.6% | -59.1% | -29.8% |
| 1Y | -13.9% | +46.9% | -60.8% | -19.5% |
| 3Y | -11.3% | +276.3% | -287.6% | -33.1% |
| 5Y | -14.8% | +260.0% | -274.8% | -40.2% |
| All | -14.8% | +261.1% | -276.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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