+18.7%
CTSH vs WY
+7.2%
+11.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.4% |
| 7D | -9.8% | -3.7% | -6.1% | -8.2% |
| 30D | +0.1% | -11.3% | +11.4% | +5.7% |
| 3M | +13.2% | -8.1% | +21.4% | +17.3% |
| 6M | -6.2% | -7.4% | +1.2% | -3.7% |
| YTD | -28.5% | -4.7% | -23.8% | -28.0% |
| 1Y | -13.8% | -9.2% | -4.6% | -11.4% |
| 3Y | -13.7% | -24.7% | +11.0% | -5.2% |
| 5Y | -16.7% | -21.6% | +4.9% | -11.2% |
| All | +18.7% | +7.2% | +11.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling