-39.2%
WDC vs CTSH
+27.5%
-66.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +7.7% |
| 7D | -3.2% | -2.1% | -1.2% | -4.3% |
| 30D | -19.0% | +8.0% | -27.0% | -13.4% |
| 3M | -28.4% | +10.6% | -39.0% | -21.1% |
| 6M | -39.2% | +32.5% | -71.7% | -14.2% |
| All | -39.2% | +27.5% | -66.8% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling