-12.1%
CTSH vs WST
-0.1%
-11.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.1% |
| 30D | +13.4% | +9.1% | +4.3% | +11.8% |
| 3M | +14.4% | +14.7% | -0.3% | +11.9% |
| 6M | +27.7% | +28.0% | -0.3% | +22.5% |
| YTD | -20.6% | +45.6% | -66.3% | -25.8% |
| 1Y | -9.1% | +45.7% | -54.8% | -15.2% |
| 3Y | +3.1% | +21.1% | -18.0% | -6.4% |
| All | -12.1% | -0.1% | -11.9% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling