+117.9%
WFC vs CPRT
+384.2%
-266.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +3.6% | +21.5% | -17.9% | -5.1% |
| 3M | -1.3% | +9.4% | -10.7% | -6.4% |
| 6M | +18.0% | -3.3% | +21.3% | +17.3% |
| YTD | -5.9% | -17.8% | +12.0% | +0.6% |
| 1Y | +1.8% | -22.2% | +24.0% | +11.5% |
| 3Y | +125.0% | -34.0% | +159.0% | +161.4% |
| 5Y | +92.0% | -15.4% | +107.4% | +90.3% |
| 10Y | +117.9% | +376.0% | -258.1% | +2.8% |
| All | +117.9% | +384.2% | -266.3% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling