-11.3%
CTSH vs WU
-27.2%
+15.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -5.5% | -0.8% | -4.6% | -5.2% |
| 30D | +4.5% | -1.1% | +5.6% | +4.9% |
| 3M | +13.7% | -1.8% | +15.6% | +12.7% |
| 6M | -8.4% | -23.9% | +15.5% | -1.6% |
| YTD | -26.5% | -20.4% | -6.1% | -22.1% |
| 1Y | -13.9% | -10.6% | -3.4% | -12.4% |
| 3Y | -11.3% | -27.7% | +16.4% | -4.8% |
| All | -11.3% | -27.2% | +15.9% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling