+40.2%
CTSH vs WST
+448.5%
-408.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | +13.4% | +9.1% | +4.3% | +10.9% |
| 3M | +14.4% | +14.7% | -0.3% | +10.5% |
| 6M | +27.7% | +28.0% | -0.3% | +19.7% |
| YTD | -20.6% | +45.6% | -66.3% | -28.5% |
| 1Y | -9.1% | +45.7% | -54.8% | -18.2% |
| 3Y | +3.1% | +21.1% | -18.0% | -10.3% |
| 5Y | -11.8% | +0.3% | -12.1% | -20.5% |
| All | +40.2% | +448.5% | -408.3% | -32.4% |
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