+999.5%
WFC vs CTSH
+34,247.0%
-33,247.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.7% |
| 7D | +3.8% | -2.7% | +6.5% | +4.4% |
| 30D | +1.5% | +12.4% | -10.9% | -1.5% |
| 3M | +10.9% | +17.4% | -6.5% | +5.7% |
| 6M | +8.4% | -3.1% | +11.5% | +7.7% |
| YTD | -1.9% | -23.6% | +21.7% | +2.8% |
| 1Y | +12.3% | -10.8% | +23.2% | +13.2% |
| 3Y | +132.3% | -8.3% | +140.6% | +132.0% |
| 5Y | +130.1% | -11.3% | +141.4% | +130.4% |
| 10Y | +134.4% | +22.6% | +111.8% | +117.7% |
| All | +999.5% | +34,247.0% | -33,247.5% | +442.5% |
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 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