-21.8%
WDAY vs CPRT
-25.6%
+3.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -4.4% | +2.2% | -6.6% | -5.5% |
| 30D | +14.7% | +16.6% | -1.9% | +5.0% |
| 3M | +32.4% | +9.6% | +22.8% | +25.1% |
| 6M | +36.9% | -11.1% | +48.0% | +44.0% |
| YTD | -8.8% | -13.9% | +5.0% | -2.6% |
| 1Y | -15.3% | -32.5% | +17.2% | +2.3% |
| All | -21.8% | -25.6% | +3.8% | -12.0% |
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