+3,453.3%
WFC vs CPRT
+23,878.7%
-20,425.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.2% |
| 30D | +1.5% | +16.6% | -15.2% | -2.2% |
| 3M | +10.9% | +9.6% | +1.3% | +8.0% |
| 6M | +8.4% | -11.1% | +19.6% | +10.5% |
| YTD | -1.9% | -13.9% | +12.0% | +0.5% |
| 1Y | +12.3% | -32.5% | +44.9% | +21.4% |
| 3Y | +132.3% | -25.0% | +157.4% | +144.0% |
| 5Y | +130.1% | -7.4% | +137.5% | +129.0% |
| 10Y | +134.4% | +422.0% | -287.6% | +67.6% |
| All | +3,453.3% | +23,878.7% | -20,425.4% | +1,612.6% |
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