-22.5%
CPRT vs WWD
+23.9%
-46.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -1.5% | +8.2% | -9.6% | -1.6% |
| 30D | +21.4% | -0.2% | +21.5% | +21.2% |
| 3M | +10.4% | -8.4% | +18.8% | +10.6% |
| 6M | -4.3% | -9.5% | +5.2% | -4.3% |
| YTD | -18.3% | +10.1% | -28.3% | -17.6% |
| 1Y | -22.5% | +21.6% | -44.0% | -22.1% |
| All | -22.5% | +23.9% | -46.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling