+302.1%
WDAY vs CPRT
+905.8%
-603.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -4.4% | +2.2% | -6.6% | -5.7% |
| 30D | +14.7% | +16.6% | -1.9% | +3.5% |
| 3M | +32.4% | +9.6% | +22.8% | +24.2% |
| 6M | +36.9% | -11.1% | +48.0% | +46.2% |
| YTD | -8.8% | -13.9% | +5.0% | -0.8% |
| 1Y | -15.3% | -32.5% | +17.2% | +7.3% |
| 3Y | -21.2% | -25.0% | +3.8% | -8.9% |
| 5Y | -29.5% | -7.4% | -22.1% | -29.7% |
| 10Y | +120.0% | +422.0% | -301.9% | -22.0% |
| All | +302.1% | +905.8% | -603.7% | +20.7% |
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 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