+3,307.1%
WFC vs CPRT
+22,868.9%
-19,561.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | +4.0% | -3.1% | 0.0% |
| 30D | +3.3% | +18.2% | -15.0% | -0.6% |
| 3M | -1.4% | +9.2% | -10.6% | -3.8% |
| 6M | +14.7% | -4.8% | +19.5% | +14.9% |
| YTD | -5.9% | -17.5% | +11.6% | -2.9% |
| 1Y | +1.8% | -22.0% | +23.8% | +6.3% |
| 3Y | +124.9% | -33.7% | +158.6% | +142.3% |
| 5Y | +92.7% | -15.0% | +107.7% | +95.2% |
| 10Y | +118.2% | +385.2% | -266.9% | +58.0% |
| All | +3,307.1% | +22,868.9% | -19,561.8% | +1,553.7% |
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