+21,102.0%
CPRT vs WST
+10,465.0%
+10,637.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +1.4% | +2.6% | +3.6% |
| 30D | +18.2% | +12.7% | +5.5% | +14.3% |
| 3M | +9.2% | +17.2% | -8.0% | +4.4% |
| 6M | -4.8% | +26.7% | -31.5% | -11.1% |
| YTD | -17.5% | +50.3% | -67.8% | -27.0% |
| 1Y | -22.0% | +50.2% | -72.2% | -31.1% |
| 3Y | -33.7% | +21.7% | -55.4% | -42.7% |
| 5Y | -15.0% | +2.0% | -17.0% | -24.0% |
| 10Y | +385.2% | +451.1% | -65.9% | +154.3% |
| All | +21,102.0% | +10,465.0% | +10,637.1% | +5,160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling