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  • WDC vs CPRT✓SelectedUSD · CPRTWDC vs CPRT performance historyLatest closeAs of+2.14%09/08
Stock and ETF performance explorer

WDC vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,245.5%
CPRT return
+411.2%
Excess return
+834.3%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+2.1%-3.3%+5.5%+3.9%
7D+6.0%+0.4%+5.6%+5.6%
30D+9.9%+9.9%0.0%+3.8%
3M-9.4%+5.6%-15.0%-15.4%
6M+94.7%-13.6%+108.4%+103.5%
YTD+177.4%-16.7%+194.1%+192.7%
1Y+412.6%-33.1%+445.7%+518.6%
3Y+1,359.8%-27.1%+1,386.8%+1,518.9%
5Y+992.6%-9.9%+1,002.4%+917.6%
10Y+1,245.5%+415.3%+830.2%+417.0%
All+1,245.5%+411.2%+834.3%+417.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling