+109.9%
WDAY vs CTSH
+18.8%
+91.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -2.5% |
| 7D | -6.1% | -5.5% | -0.6% | -2.7% |
| 30D | +3.7% | +4.5% | -0.8% | +1.2% |
| 3M | +29.6% | +13.7% | +15.8% | +19.8% |
| 6M | +23.3% | -8.4% | +31.7% | +29.9% |
| YTD | -13.3% | -26.5% | +13.2% | +3.2% |
| 1Y | -19.6% | -13.9% | -5.7% | -12.9% |
| 3Y | -25.7% | -11.3% | -14.3% | -21.5% |
| 5Y | -31.6% | -14.8% | -16.7% | -27.2% |
| 10Y | +109.9% | +22.5% | +87.4% | +90.9% |
| All | +109.9% | +18.8% | +91.2% | +90.9% |
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