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  • WELL vs CPRT✓SelectedUSD · CPRTWELL vs CPRT performance historyLatest closeAs of-2.05%09/04
Stock and ETF performance explorer

WELL vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,122.8%
CPRT return
+23,878.7%
Excess return
-16,755.9%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D-2.1%+0.4%-2.5%-2.1%
7D-0.8%+2.2%-3.0%-1.2%
30D-0.1%+16.6%-16.7%-2.7%
3M+18.0%+9.6%+8.4%+15.9%
6M+15.0%-11.1%+26.1%+16.7%
YTD+28.6%-13.9%+42.5%+31.0%
1Y+42.9%-32.5%+75.4%+51.3%
3Y+203.0%-25.0%+228.0%+213.0%
5Y+206.9%-7.4%+214.3%+203.3%
10Y+339.5%+422.0%-82.5%+241.3%
All+7,122.8%+23,878.7%-16,755.9%+4,070.3%

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 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