+298.2%
WBD vs CPRT
+2,136.8%
-1,838.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.8% |
| 30D | +8.8% | +16.6% | -7.9% | +1.3% |
| 3M | +4.6% | +9.6% | -5.0% | -0.8% |
| 6M | +1.1% | -11.1% | +12.2% | +4.7% |
| YTD | -2.0% | -13.9% | +11.9% | +2.4% |
| 1Y | +140.0% | -32.5% | +172.5% | +179.6% |
| 3Y | +144.4% | -25.0% | +169.4% | +167.4% |
| 5Y | -0.2% | -7.4% | +7.2% | -2.1% |
| 10Y | +9.1% | +422.0% | -412.9% | -51.3% |
| All | +298.2% | +2,136.8% | -1,838.6% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling