+109.9%
WDAY vs CPRT
+411.2%
-301.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.5% | -2.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | +3.7% | +9.9% | -6.2% | -3.0% |
| 3M | +29.6% | +5.6% | +23.9% | +24.4% |
| 6M | +23.3% | -13.6% | +37.0% | +34.4% |
| YTD | -13.3% | -16.7% | +3.5% | -3.3% |
| 1Y | -19.6% | -33.1% | +13.5% | +3.0% |
| 3Y | -25.7% | -27.1% | +1.4% | -12.4% |
| 5Y | -31.6% | -9.9% | -21.7% | -31.0% |
| 10Y | +109.9% | +415.3% | -305.4% | -20.6% |
| All | +109.9% | +411.2% | -301.2% | -20.6% |
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