+296.2%
WDAY vs CPRT
+853.0%
-556.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.6% |
| 7D | -2.5% | +6.0% | -8.5% | -6.2% |
| 30D | +4.7% | +20.0% | -15.3% | -7.1% |
| 3M | +13.3% | +10.1% | +3.2% | +5.2% |
| 6M | +57.3% | -4.3% | +61.6% | +59.1% |
| YTD | -10.2% | -18.4% | +8.2% | +0.4% |
| 1Y | -14.1% | -20.1% | +6.0% | -2.9% |
| 3Y | -11.7% | -30.4% | +18.7% | +6.5% |
| 5Y | -33.5% | -17.0% | -16.5% | -29.3% |
| 10Y | +133.1% | +403.2% | -270.2% | -16.0% |
| All | +296.2% | +853.0% | -556.8% | +22.2% |
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