+131.0%
WDAY vs CPRT
+384.2%
-253.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -5.3% | -1.4% | -3.9% | -4.5% |
| 30D | +1.5% | +21.5% | -19.9% | -10.8% |
| 3M | +5.5% | +9.4% | -4.0% | -1.9% |
| 6M | +57.4% | -3.3% | +60.7% | +58.0% |
| YTD | -11.0% | -17.8% | +6.8% | -0.8% |
| 1Y | -15.8% | -22.2% | +6.4% | -2.9% |
| 3Y | -16.9% | -34.0% | +17.1% | +4.2% |
| 5Y | -35.3% | -15.4% | -19.8% | -32.6% |
| 10Y | +131.0% | +376.0% | -244.9% | -8.7% |
| All | +131.0% | +384.2% | -253.2% | -8.7% |
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