-24.7%
WULF vs CTSH
-14.7%
-10.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.6% |
| 7D | +1.4% | -3.7% | +5.1% | +2.7% |
| 30D | -2.6% | +3.7% | -6.3% | -4.4% |
| 3M | -34.0% | +17.9% | -51.9% | -40.2% |
| 6M | +10.0% | -2.6% | +12.6% | +10.7% |
| YTD | +45.7% | -26.4% | +72.1% | +74.1% |
| 1Y | +57.3% | -13.0% | +70.4% | +60.9% |
| 3Y | +878.9% | -11.2% | +890.1% | +899.7% |
| All | -24.7% | -14.7% | -10.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling