+528.7%
WDC vs CTSH
-11.9%
+540.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -28.0% | -0.6% | -27.4% | -27.9% |
| 30D | -34.9% | +13.4% | -48.3% | -36.7% |
| 3M | -41.6% | +14.4% | -56.0% | -43.6% |
| 6M | -45.4% | +27.7% | -73.1% | -49.3% |
| YTD | +53.3% | -20.6% | +73.9% | +76.0% |
| 1Y | +61.5% | -9.1% | +70.7% | +70.6% |
| 3Y | +712.3% | +3.1% | +709.3% | +669.7% |
| All | +528.7% | -11.9% | +540.6% | +561.0% |
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