+20,793.5%
CPRT vs WSM
+14,517.1%
+6,276.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +21.2% | +5.1% | +16.1% | +20.1% |
| 3M | +8.3% | +5.1% | +3.2% | +7.3% |
| 6M | -3.4% | +48.6% | -52.0% | -10.1% |
| YTD | -18.7% | +44.2% | -62.9% | -24.2% |
| 1Y | -23.5% | +38.1% | -61.6% | -28.2% |
| 3Y | -34.2% | +257.2% | -291.4% | -49.6% |
| 5Y | -18.2% | +165.1% | -183.3% | -35.4% |
| 10Y | +370.9% | +1,123.6% | -752.6% | +172.5% |
| All | +20,793.5% | +14,517.1% | +6,276.4% | +6,936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling