+4,461.4%
WDC vs CTSH
+35,415.6%
-30,954.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +8.6% |
| 7D | -3.2% | -2.1% | -1.2% | -2.8% |
| 30D | -19.0% | +8.0% | -27.0% | -21.7% |
| 3M | -28.4% | +10.6% | -39.0% | -32.0% |
| 6M | -39.2% | +32.5% | -71.7% | -47.5% |
| YTD | +82.1% | -21.0% | +103.0% | +83.7% |
| 1Y | +84.7% | -9.9% | +94.6% | +78.0% |
| 3Y | +825.6% | +3.1% | +822.5% | +746.9% |
| 5Y | +608.2% | -13.4% | +621.6% | +586.5% |
| 10Y | +695.1% | +37.1% | +658.0% | +573.3% |
| All | +4,461.4% | +35,415.6% | -30,954.2% | +1,127.4% |
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