+9.2%
WBD vs CPRT
+306.9%
-297.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -33.1% | +67.4% | +43.8% |
| 7D | +34.3% | -33.1% | +67.4% | +43.8% |
| 30D | +34.3% | -33.1% | +67.4% | +43.8% |
| 3M | +34.3% | -33.1% | +67.4% | +43.8% |
| 6M | +34.3% | -33.1% | +67.4% | +43.8% |
| YTD | +34.3% | -33.1% | +67.4% | +43.8% |
| 1Y | +63.0% | -38.7% | +101.7% | +82.1% |
| 3Y | +206.7% | -37.2% | +244.0% | +232.3% |
| 5Y | +18.4% | -20.2% | +38.6% | +10.8% |
| All | +9.2% | +306.9% | -297.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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