+21.0%
CTSH vs WWD
+479.8%
-458.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | +0.4% | -5.1% | +5.5% | +1.8% |
| 3M | +10.6% | -11.2% | +21.8% | +13.4% |
| 6M | -8.8% | -12.0% | +3.2% | -7.1% |
| YTD | -28.6% | +12.0% | -40.6% | -34.0% |
| 1Y | -15.9% | +42.8% | -58.7% | -29.3% |
| 3Y | -13.9% | +168.9% | -182.8% | -44.5% |
| 5Y | -17.1% | +192.2% | -209.3% | -49.6% |
| 10Y | +21.0% | +495.3% | -474.3% | -43.9% |
| All | +21.0% | +479.8% | -458.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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