+290.7%
WDAY vs CPRT
+867.9%
-577.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.4% |
| 7D | -4.0% | +1.6% | -5.6% | -5.1% |
| 30D | +1.9% | +18.8% | -16.8% | -9.0% |
| 3M | +5.9% | +9.4% | -3.5% | -1.3% |
| 6M | +48.8% | -4.4% | +53.2% | +50.5% |
| YTD | -11.4% | -17.1% | +5.7% | -2.0% |
| 1Y | -15.5% | -19.9% | +4.4% | -4.7% |
| 3Y | -15.6% | -30.5% | +14.9% | +1.8% |
| 5Y | -35.2% | -15.9% | -19.3% | -31.7% |
| 10Y | +123.9% | +386.7% | -262.8% | -17.8% |
| All | +290.7% | +867.9% | -577.3% | +19.3% |
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