+642.9%
WDC vs CTSH
+34.5%
+608.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.7% |
| 7D | +12.1% | -2.1% | +14.2% | +13.0% |
| 30D | -18.8% | +1.4% | -20.2% | -20.4% |
| 3M | -39.3% | +7.5% | -46.8% | -43.0% |
| 6M | -40.1% | +39.6% | -79.7% | -53.5% |
| YTD | +71.8% | -22.3% | +94.1% | +85.0% |
| 1Y | +88.5% | -12.0% | +100.4% | +85.9% |
| 3Y | +770.0% | +1.8% | +768.2% | +652.5% |
| 5Y | +549.0% | -15.8% | +564.9% | +528.7% |
| All | +642.9% | +34.5% | +608.3% | +439.3% |
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