-13.2%
WDAY vs CPRT
-34.3%
+21.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +3.3% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | +4.1% | +21.2% | -17.1% | -6.3% |
| 3M | -4.8% | +8.3% | -13.1% | -9.9% |
| 6M | +68.6% | -3.4% | +72.0% | +68.7% |
| YTD | -8.5% | -18.7% | +10.2% | +0.2% |
| 1Y | -12.1% | -23.5% | +11.4% | -0.9% |
| 3Y | -13.2% | -34.2% | +21.0% | +9.7% |
| All | -13.2% | -34.3% | +21.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling