-15.9%
CTSH vs WWD
+41.0%
-56.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -8.2% | +0.6% | -8.8% | -8.1% |
| 30D | +0.4% | -5.1% | +5.5% | -0.3% |
| 3M | +10.6% | -11.2% | +21.8% | +8.3% |
| 6M | -8.8% | -12.0% | +3.2% | -10.3% |
| YTD | -28.6% | +12.0% | -40.6% | -30.0% |
| 1Y | -15.9% | +42.8% | -58.7% | -21.0% |
| All | -15.9% | +41.0% | -56.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling