+34,247.0%
CTSH vs WST
+6,543.3%
+27,703.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +12.4% | -3.1% | +15.5% | +13.6% |
| 3M | +17.4% | +7.2% | +10.2% | +14.0% |
| 6M | -3.1% | +36.8% | -39.9% | -14.6% |
| YTD | -23.6% | +23.8% | -47.4% | -30.4% |
| 1Y | -10.8% | +37.8% | -48.6% | -22.4% |
| 3Y | -8.3% | -15.9% | +7.6% | -13.5% |
| 5Y | -11.3% | -25.8% | +14.5% | -15.4% |
| 10Y | +22.6% | +319.6% | -297.0% | -48.2% |
| All | +34,247.0% | +6,543.3% | +27,703.7% | +4,864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling