+992.2%
WDC vs CTSH
-14.2%
+1,006.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.8% |
| 7D | +6.0% | -5.5% | +11.4% | +7.0% |
| 30D | +9.9% | +4.5% | +5.4% | +8.4% |
| 3M | -9.4% | +13.7% | -23.2% | -12.3% |
| 6M | +94.7% | -8.4% | +103.1% | +105.9% |
| YTD | +177.3% | -26.5% | +203.8% | +224.3% |
| 1Y | +412.4% | -13.9% | +426.4% | +442.3% |
| 3Y | +1,359.3% | -11.3% | +1,370.6% | +1,380.5% |
| 5Y | +992.2% | -14.8% | +1,007.1% | +1,023.9% |
| All | +992.2% | -14.2% | +1,006.4% | +1,023.9% |
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 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