+66.6%
WDC vs CPRT
-20.1%
+86.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +10.9% |
| 7D | -14.4% | +1.6% | -16.0% | -13.3% |
| 30D | -27.1% | +18.8% | -45.8% | -17.8% |
| 3M | -33.3% | +9.4% | -42.7% | -28.1% |
| 6M | -39.6% | -4.4% | -35.2% | -35.2% |
| YTD | +68.4% | -17.1% | +85.5% | +70.6% |
| All | +66.6% | -20.1% | +86.8% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling