+82.7%
WULF vs CTSH
+24.9%
+57.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.0% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -2.6% | +3.7% | -6.3% | -3.8% |
| 3M | -34.0% | +17.9% | -51.9% | -38.1% |
| 6M | +10.0% | -2.6% | +12.6% | +9.1% |
| YTD | +45.7% | -26.4% | +72.1% | +58.3% |
| 1Y | +57.3% | -13.0% | +70.4% | +58.8% |
| 3Y | +878.9% | -11.2% | +890.1% | +899.3% |
| 5Y | -28.3% | -14.3% | -14.0% | -27.0% |
| All | +82.7% | +24.9% | +57.8% | +88.9% |
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