+4.2%
WBD vs CTSH
-17.3%
+21.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +0.9% |
| 7D | -1.7% | -8.2% | +6.5% | +3.0% |
| 30D | +3.9% | +0.4% | +3.5% | +3.2% |
| 3M | +5.1% | +10.6% | -5.5% | -2.7% |
| 6M | +0.6% | -8.8% | +9.4% | +5.0% |
| YTD | -3.2% | -28.6% | +25.5% | +19.0% |
| 1Y | +127.7% | -15.9% | +143.6% | +142.7% |
| 3Y | +146.6% | -13.9% | +160.4% | +158.1% |
| 5Y | +4.2% | -17.1% | +21.3% | +6.6% |
| All | +4.2% | -17.3% | +21.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling