+132.1%
WFC vs CTSH
+18.8%
+113.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.4% |
| 7D | +1.1% | -5.5% | +6.5% | +3.7% |
| 30D | +0.8% | +4.5% | -3.7% | -1.7% |
| 3M | +9.3% | +13.7% | -4.5% | +0.4% |
| 6M | +10.6% | -8.4% | +19.0% | +12.8% |
| YTD | -4.1% | -26.5% | +22.4% | +9.0% |
| 1Y | +13.6% | -13.9% | +27.5% | +17.5% |
| 3Y | +130.7% | -11.3% | +142.1% | +130.8% |
| 5Y | +126.7% | -14.8% | +141.6% | +126.3% |
| 10Y | +132.1% | +22.5% | +109.6% | +86.8% |
| All | +132.1% | +18.8% | +113.4% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling