+510.9%
CTSH vs WPM
+5,535.3%
-5,024.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.5% |
| 7D | -2.3% | +20.8% | -23.1% | -5.0% |
| 30D | +7.4% | +3.8% | +3.6% | +6.5% |
| 3M | +10.9% | +7.4% | +3.5% | +9.2% |
| 6M | +24.7% | +4.0% | +20.7% | +22.6% |
| YTD | -22.0% | +23.0% | -45.0% | -26.0% |
| 1Y | -11.2% | +45.9% | -57.1% | -18.0% |
| 3Y | +3.9% | +242.9% | -239.1% | -17.6% |
| 5Y | -13.9% | +259.5% | -273.5% | -33.0% |
| 10Y | +37.8% | +577.7% | -540.0% | -7.4% |
| All | +510.9% | +5,535.3% | -5,024.4% | +133.5% |
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