+21.0%
CTSH vs WU
-40.9%
+61.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -8.2% | -4.9% | -3.3% | -6.3% |
| 30D | +0.4% | -1.3% | +1.7% | +0.9% |
| 3M | +10.6% | -3.6% | +14.1% | +10.2% |
| 6M | -8.8% | -24.3% | +15.5% | +0.7% |
| YTD | -28.6% | -21.1% | -7.5% | -22.6% |
| 1Y | -15.9% | -10.3% | -5.6% | -14.5% |
| 3Y | -13.9% | -28.4% | +14.5% | -5.8% |
| 5Y | -17.1% | -51.2% | +34.1% | +6.2% |
| 10Y | +21.0% | -39.6% | +60.7% | +32.6% |
| All | +21.0% | -40.9% | +61.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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