+129.3%
WFC vs CTSH
-11.4%
+140.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.2% |
| 7D | +3.8% | -2.7% | +6.5% | +4.7% |
| 30D | +1.5% | +12.4% | -10.9% | -3.0% |
| 3M | +10.9% | +17.4% | -6.5% | +3.3% |
| 6M | +8.4% | -3.1% | +11.5% | +9.2% |
| YTD | -1.9% | -23.6% | +21.7% | +9.5% |
| 1Y | +12.3% | -10.8% | +23.2% | +15.6% |
| 3Y | +132.3% | -8.3% | +140.6% | +132.8% |
| All | +129.3% | -11.4% | +140.8% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling