+37.8%
CTSH vs WST
+466.7%
-429.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.1% | -2.5% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | +7.4% | +12.9% | -5.4% | +4.2% |
| 3M | +10.9% | +16.7% | -5.7% | +6.7% |
| 6M | +24.7% | +26.8% | -2.2% | +17.1% |
| YTD | -22.0% | +50.5% | -72.5% | -30.3% |
| 1Y | -11.2% | +52.9% | -64.0% | -21.0% |
| 3Y | +3.9% | +23.9% | -20.1% | -10.0% |
| 5Y | -13.9% | +1.0% | -15.0% | -22.2% |
| 10Y | +37.8% | +451.4% | -413.6% | -34.1% |
| All | +37.8% | +466.7% | -429.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling