+901.8%
WULF vs CTSH
-14.2%
+916.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | +15.6% | -8.2% | +23.8% | +16.5% |
| 30D | +5.7% | +0.4% | +5.3% | +5.6% |
| 3M | -32.3% | +10.6% | -42.9% | -32.1% |
| 6M | +23.7% | -8.8% | +32.5% | +36.8% |
| YTD | +49.1% | -28.6% | +77.7% | +89.9% |
| 1Y | +66.3% | -15.9% | +82.2% | +78.3% |
| All | +901.8% | -14.2% | +916.0% | +967.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling