-5.7%
CPRT vs WST
-25.7%
+20.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +16.6% | -3.1% | +19.8% | +17.4% |
| 3M | +9.6% | +7.2% | +2.4% | +8.0% |
| 6M | -11.1% | +36.8% | -47.9% | -16.5% |
| YTD | -13.9% | +23.8% | -37.7% | -17.7% |
| 1Y | -32.5% | +37.8% | -70.3% | -37.1% |
| 3Y | -25.0% | -15.9% | -9.1% | -24.6% |
| All | -5.7% | -25.7% | +20.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling