+13.7%
WBD vs CPRT
+410.9%
-397.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +3.9% | +8.2% | -4.4% | -0.3% |
| 3M | +5.1% | +2.3% | +2.8% | +2.6% |
| 6M | +0.6% | -14.7% | +15.3% | +6.5% |
| YTD | -3.2% | -18.2% | +15.0% | +4.0% |
| 1Y | +127.7% | -33.4% | +161.0% | +169.8% |
| 3Y | +146.6% | -28.3% | +174.9% | +176.3% |
| 5Y | +4.2% | -9.8% | +14.0% | +1.2% |
| 10Y | +13.7% | +412.4% | -398.7% | -44.3% |
| All | +13.7% | +410.9% | -397.3% | -44.3% |
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