-7.7%
CTSH vs WWD
+170.0%
-177.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +12.4% | -7.2% | +19.5% | +13.0% |
| 3M | +17.4% | -3.8% | +21.2% | +16.6% |
| 6M | -3.1% | -9.9% | +6.8% | -3.0% |
| YTD | -23.6% | +14.8% | -38.4% | -27.7% |
| 1Y | -10.8% | +42.1% | -52.9% | -20.6% |
| All | -7.7% | +170.0% | -177.7% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling