-11.3%
CTSH vs WY
-23.0%
+11.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.4% |
| 7D | -5.5% | -2.1% | -3.4% | -4.8% |
| 30D | +4.5% | -10.5% | +15.0% | +8.2% |
| 3M | +13.7% | -4.9% | +18.6% | +15.4% |
| 6M | -8.4% | -4.9% | -3.5% | -7.4% |
| YTD | -26.5% | -1.7% | -24.8% | -27.0% |
| 1Y | -13.9% | -9.4% | -4.6% | -12.0% |
| 3Y | -11.3% | -22.3% | +11.0% | -6.3% |
| All | -11.3% | -23.0% | +11.7% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling