+14,448.8%
CPRT vs WAB
+4,092.2%
+10,356.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.2% | -3.2% | +5.4% | +3.1% |
| 30D | +16.6% | -4.4% | +21.1% | +18.0% |
| 3M | +9.6% | +7.9% | +1.7% | +6.9% |
| 6M | -11.1% | +8.7% | -19.8% | -13.8% |
| YTD | -13.9% | +33.0% | -46.8% | -20.9% |
| 1Y | -32.5% | +46.7% | -79.2% | -39.7% |
| 3Y | -25.0% | +153.0% | -178.0% | -42.5% |
| 5Y | -7.4% | +222.3% | -229.7% | -33.5% |
| 10Y | +422.0% | +291.0% | +131.0% | +237.9% |
| All | +14,448.8% | +4,092.2% | +10,356.6% | +4,918.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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