-15.0%
CPRT vs WPM
+233.8%
-248.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.1% |
| 7D | +4.0% | +16.4% | -12.4% | +2.2% |
| 30D | +18.2% | -1.5% | +19.7% | +18.1% |
| 3M | +9.2% | +2.6% | +6.6% | +8.4% |
| 6M | -4.8% | -1.3% | -3.5% | -5.3% |
| YTD | -17.5% | +16.8% | -34.3% | -20.1% |
| 1Y | -22.0% | +34.1% | -56.1% | -25.8% |
| 3Y | -33.7% | +225.1% | -258.8% | -46.3% |
| 5Y | -15.0% | +234.5% | -249.5% | -30.9% |
| All | -15.0% | +233.8% | -248.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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