-18.7%
CPRT vs WST
+1.0%
-19.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | -0.4% | +4.2% | -4.6% | -1.1% |
| 30D | +21.2% | +11.2% | +9.9% | +18.8% |
| 3M | +8.3% | +20.4% | -12.1% | +4.6% |
| 6M | -3.4% | +37.9% | -41.3% | -9.1% |
| YTD | -18.7% | +51.8% | -70.5% | -25.2% |
| 1Y | -23.5% | +56.6% | -80.1% | -30.1% |
| 3Y | -34.2% | +24.2% | -58.4% | -40.7% |
| All | -18.7% | +1.0% | -19.6% | -17.6% |
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