+770.0%
WDC vs CPRT
-34.3%
+804.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.0% |
| 7D | +12.1% | -0.4% | +12.5% | +12.0% |
| 30D | -18.8% | +21.2% | -40.0% | -18.0% |
| 3M | -39.3% | +8.3% | -47.6% | -38.9% |
| 6M | -40.1% | -3.4% | -36.8% | -38.4% |
| YTD | +71.8% | -18.7% | +90.5% | +85.4% |
| 1Y | +88.5% | -23.5% | +112.0% | +108.8% |
| 3Y | +770.0% | -34.2% | +804.1% | +886.4% |
| All | +770.0% | -34.3% | +804.3% | +886.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling