+302.2%
CTSH vs WU
-20.5%
+322.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.3% | +9.1% | -11.4% | -6.4% |
| 30D | +7.4% | +12.1% | -4.7% | +1.6% |
| 3M | +10.9% | +0.3% | +10.6% | +10.6% |
| 6M | +24.7% | -19.1% | +43.8% | +35.3% |
| YTD | -22.0% | -19.2% | -2.8% | -15.6% |
| 1Y | -11.2% | -15.3% | +4.1% | -6.3% |
| 3Y | +3.9% | -21.3% | +25.2% | +10.0% |
| 5Y | -13.9% | -41.7% | +27.7% | +2.8% |
| 10Y | +37.8% | -36.0% | +73.8% | +49.0% |
| All | +302.2% | -20.5% | +322.7% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling