+385.2%
CPRT vs WCC
+460.5%
-75.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.0% | -9.9% | +13.9% | +6.1% |
| 30D | +18.2% | -13.4% | +31.6% | +21.2% |
| 3M | +9.2% | -13.5% | +22.6% | +11.3% |
| 6M | -4.8% | -10.6% | +5.8% | -4.9% |
| YTD | -17.5% | +30.1% | -47.6% | -26.2% |
| 1Y | -22.0% | +22.3% | -44.3% | -29.3% |
| 3Y | -33.7% | +130.3% | -164.0% | -52.4% |
| 5Y | -15.0% | +144.5% | -159.5% | -42.9% |
| 10Y | +385.2% | +431.8% | -46.7% | +122.6% |
| All | +385.2% | +460.5% | -75.4% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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