-15.3%
CTSH vs WST
-0.3%
-15.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.2% | +4.9% | -9.1% | -4.9% |
| 30D | +3.9% | +10.7% | -6.7% | +2.2% |
| 3M | +10.2% | +16.8% | -6.6% | +7.4% |
| 6M | +35.3% | +32.0% | +3.3% | +29.1% |
| YTD | -21.8% | +49.9% | -71.7% | -27.3% |
| 1Y | -12.1% | +50.6% | -62.8% | -18.4% |
| 3Y | +2.0% | +21.4% | -19.4% | -6.9% |
| All | -15.3% | -0.3% | -15.0% | -22.7% |
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