+7,638.9%
WDC vs CPRT
+23,878.7%
-16,239.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.4% | +5.7% |
| 7D | +1.7% | +2.2% | -0.5% | +1.1% |
| 30D | -10.0% | +16.6% | -26.6% | -14.2% |
| 3M | -18.8% | +9.6% | -28.3% | -22.5% |
| 6M | +79.0% | -11.1% | +90.2% | +81.1% |
| YTD | +171.6% | -13.9% | +185.4% | +175.7% |
| 1Y | +417.4% | -32.5% | +449.9% | +463.0% |
| 3Y | +1,251.8% | -25.0% | +1,276.8% | +1,322.7% |
| 5Y | +911.7% | -7.4% | +919.1% | +899.3% |
| 10Y | +1,399.6% | +422.0% | +977.7% | +858.8% |
| All | +7,638.9% | +23,878.7% | -16,239.7% | +2,345.5% |
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