-14.4%
CTSH vs WTW
+42.0%
-56.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -3.7% | -5.7% | +2.0% | -0.8% |
| 30D | +3.7% | -7.3% | +10.9% | +7.6% |
| 3M | +17.9% | +21.5% | -3.5% | +7.3% |
| 6M | -2.6% | +9.6% | -12.3% | -7.5% |
| YTD | -26.4% | -3.3% | -23.1% | -26.5% |
| 1Y | -13.0% | -6.1% | -6.9% | -12.1% |
| 3Y | -11.2% | +61.8% | -73.0% | -33.7% |
| All | -14.4% | +42.0% | -56.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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