+6,703.5%
WDC vs CTSH
+34,247.0%
-27,543.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.6% | +9.5% | +7.0% |
| 7D | +1.7% | -2.7% | +4.4% | +2.5% |
| 30D | -10.0% | +12.4% | -22.3% | -13.8% |
| 3M | -18.8% | +17.4% | -36.1% | -25.4% |
| 6M | +79.0% | -3.1% | +82.1% | +72.7% |
| YTD | +171.6% | -23.6% | +195.1% | +180.8% |
| 1Y | +417.4% | -10.8% | +428.2% | +406.5% |
| 3Y | +1,251.8% | -8.3% | +1,260.1% | +1,204.0% |
| 5Y | +911.7% | -11.3% | +923.0% | +886.3% |
| 10Y | +1,399.6% | +22.6% | +1,377.0% | +1,225.4% |
| All | +6,703.5% | +34,247.0% | -27,543.5% | +1,776.3% |
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 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