+4,110.4%
WDC vs CTSH
+35,729.8%
-31,619.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -16.7% | +1.8% | -18.6% | -17.4% |
| 30D | -27.2% | +9.8% | -37.0% | -30.0% |
| 3M | -34.0% | +12.1% | -46.1% | -37.6% |
| 6M | -39.7% | +27.4% | -67.1% | -47.3% |
| YTD | +68.1% | -20.3% | +88.3% | +69.1% |
| 1Y | +66.3% | -8.8% | +75.1% | +59.7% |
| 3Y | +754.4% | +4.0% | +750.4% | +679.8% |
| 5Y | +595.8% | -12.2% | +608.0% | +571.7% |
| 10Y | +660.4% | +38.7% | +621.7% | +541.8% |
| All | +4,110.4% | +35,729.8% | -31,619.4% | +1,030.1% |
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