-12.1%
CTSH vs WWD
+23.9%
-36.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.5% |
| 7D | -4.2% | +8.2% | -12.4% | -2.5% |
| 30D | +3.9% | -0.2% | +4.1% | +4.5% |
| 3M | +10.2% | -8.4% | +18.6% | +9.2% |
| 6M | +35.3% | -9.5% | +44.8% | +33.1% |
| YTD | -21.8% | +10.1% | -31.9% | -22.1% |
| 1Y | -12.1% | +21.6% | -33.7% | -14.2% |
| All | -12.1% | +23.9% | -36.0% | -14.2% |
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