-22.1%
WULF vs CTSH
-7.5%
-14.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.1% | -9.7% | -4.8% |
| 7D | -12.8% | -0.9% | -11.9% | -12.8% |
| 30D | -20.9% | +13.1% | -34.0% | -14.1% |
| 3M | -38.0% | +17.9% | -55.9% | -30.1% |
| 6M | -47.5% | +28.5% | -76.0% | -33.7% |
| YTD | +1.8% | -19.3% | +21.1% | +10.7% |
| 1Y | -22.1% | -7.6% | -14.4% | -24.2% |
| All | -22.1% | -7.5% | -14.6% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling