+951.0%
WFC vs CTSH
+34,958.1%
-34,007.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | +2.9% | +7.4% | -4.5% | +0.9% |
| 3M | -1.4% | +10.9% | -12.4% | -4.5% |
| 6M | +14.3% | +24.7% | -10.3% | +6.6% |
| YTD | -6.2% | -22.0% | +15.8% | -2.8% |
| 1Y | +1.6% | -11.2% | +12.7% | +2.1% |
| 3Y | +126.9% | +3.9% | +123.1% | +119.0% |
| 5Y | +94.0% | -13.9% | +107.9% | +94.5% |
| 10Y | +134.0% | +37.8% | +96.3% | +111.9% |
| All | +951.0% | +34,958.1% | -34,007.1% | +413.2% |
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