+392.8%
CPRT vs WST
+441.1%
-48.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | +6.0% | -3.1% | +9.1% | +6.8% |
| 30D | +20.0% | +9.1% | +10.9% | +17.3% |
| 3M | +10.1% | +14.7% | -4.6% | +6.3% |
| 6M | -4.3% | +28.0% | -32.3% | -10.4% |
| YTD | -18.4% | +45.6% | -64.0% | -26.5% |
| 1Y | -20.1% | +45.7% | -65.7% | -28.1% |
| 3Y | -30.4% | +21.1% | -51.5% | -39.4% |
| 5Y | -17.0% | +0.3% | -17.3% | -23.9% |
| All | +392.8% | +441.1% | -48.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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