+343.8%
WULF vs CTSH
+32,929.6%
-32,585.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +8.4% |
| 7D | +21.9% | -5.5% | +27.4% | +22.3% |
| 30D | +4.6% | +4.5% | +0.1% | +4.2% |
| 3M | -30.9% | +13.7% | -44.7% | -31.9% |
| 6M | +29.9% | -8.4% | +38.3% | +29.9% |
| YTD | +55.4% | -26.5% | +81.9% | +57.7% |
| 1Y | +94.1% | -13.9% | +108.1% | +94.4% |
| 3Y | +892.2% | -11.3% | +903.6% | +895.9% |
| 5Y | -26.7% | -14.8% | -11.9% | -26.3% |
| 10Y | +94.0% | +22.5% | +71.5% | +91.7% |
| All | +343.8% | +32,929.6% | -32,585.7% | +354.8% |
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