+584.9%
WDC vs CPRT
-14.6%
+599.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.4% |
| 7D | -14.4% | +1.6% | -16.0% | -14.9% |
| 30D | -27.1% | +18.8% | -45.8% | -31.1% |
| 3M | -33.3% | +9.4% | -42.7% | -35.7% |
| 6M | -39.6% | -4.4% | -35.2% | -39.5% |
| YTD | +68.4% | -17.1% | +85.5% | +79.7% |
| 1Y | +78.2% | -19.9% | +98.1% | +93.8% |
| 3Y | +772.0% | -30.5% | +802.5% | +897.5% |
| 5Y | +584.9% | -15.9% | +600.8% | +519.9% |
| All | +584.9% | -14.6% | +599.5% | +519.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling