+296.2%
WDAY vs CTSH
+115.6%
+180.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | +4.7% | +13.4% | -8.7% | -3.1% |
| 3M | +13.3% | +14.4% | -1.1% | +4.2% |
| 6M | +57.3% | +27.7% | +29.6% | +35.7% |
| YTD | -10.2% | -20.6% | +10.4% | +1.0% |
| 1Y | -14.1% | -9.1% | -4.9% | -10.3% |
| 3Y | -11.7% | +3.1% | -14.8% | -14.9% |
| 5Y | -33.5% | -11.8% | -21.7% | -31.3% |
| 10Y | +133.1% | +42.7% | +90.3% | +83.5% |
| All | +296.2% | +115.6% | +180.5% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling