+498.5%
CTSH vs WPM
+5,967.5%
-5,469.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.5% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +12.4% | +26.4% | -14.0% | +8.5% |
| 3M | +17.4% | +20.8% | -3.5% | +13.6% |
| 6M | -3.1% | +1.1% | -4.2% | -4.2% |
| YTD | -23.6% | +32.5% | -56.0% | -27.9% |
| 1Y | -10.8% | +51.5% | -62.4% | -18.0% |
| 3Y | -8.3% | +267.0% | -275.3% | -27.7% |
| 5Y | -11.3% | +250.1% | -261.4% | -30.4% |
| 10Y | +22.6% | +540.4% | -517.7% | -16.5% |
| All | +498.5% | +5,967.5% | -5,469.0% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling