-9.8%
CPRT vs WSM
+182.5%
-192.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.4% | +2.6% | -3.0% | -1.0% |
| 30D | +8.2% | -9.3% | +17.5% | +10.8% |
| 3M | +2.3% | +7.1% | -4.8% | +0.4% |
| 6M | -14.7% | +21.7% | -36.5% | -19.2% |
| YTD | -18.2% | +28.7% | -46.9% | -23.8% |
| 1Y | -33.4% | +13.9% | -47.2% | -36.2% |
| 3Y | -28.3% | +232.2% | -260.5% | -54.3% |
| 5Y | -9.8% | +176.4% | -186.2% | -42.7% |
| All | -9.8% | +182.5% | -192.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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