+415.3%
CPRT vs WST
+321.8%
+93.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +9.9% | -4.6% | +14.5% | +11.2% |
| 3M | +5.6% | +5.7% | -0.1% | +4.0% |
| 6M | -13.6% | +37.6% | -51.2% | -20.7% |
| YTD | -16.7% | +23.0% | -39.8% | -21.5% |
| 1Y | -33.1% | +33.8% | -67.0% | -38.6% |
| 3Y | -27.1% | -13.4% | -13.7% | -29.2% |
| 5Y | -9.9% | -27.0% | +17.1% | -8.8% |
| 10Y | +415.3% | +324.5% | +90.8% | +192.5% |
| All | +415.3% | +321.8% | +93.5% | +192.5% |
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