+12.0%
WBD vs CTSH
+21.4%
-9.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.6% | -9.8% | +9.2% | +4.2% |
| 30D | +4.2% | +0.1% | +4.1% | +3.8% |
| 3M | +7.5% | +13.2% | -5.7% | -0.7% |
| 6M | +1.6% | -6.2% | +7.8% | +2.4% |
| YTD | -2.2% | -28.5% | +26.3% | +12.3% |
| 1Y | +124.9% | -13.8% | +138.7% | +131.9% |
| 3Y | +149.1% | -13.7% | +162.8% | +159.7% |
| 5Y | +7.8% | -16.7% | +24.5% | +13.4% |
| All | +12.0% | +21.4% | -9.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling