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  • WMB vs CPRT✓SelectedUSD · CPRTWMB vs CPRT performance historyLatest closeAs of+0.14%09/04
Stock and ETF performance explorer

WMB vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+303.7%
CPRT return
+426.9%
Excess return
-123.2%
Maximum drawdown
-68.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+0.1%+0.4%-0.3%0.0%
7D+0.6%+2.2%-1.6%-0.2%
30D+3.3%+16.6%-13.4%-1.9%
3M+3.1%+9.6%-6.5%-0.6%
6M-0.7%-11.1%+10.4%+2.1%
YTD+25.2%-13.9%+39.0%+29.4%
1Y+32.9%-32.5%+65.4%+49.2%
3Y+140.6%-25.0%+165.6%+153.6%
5Y+273.5%-7.4%+280.8%+252.3%
All+303.7%+426.9%-123.2%+75.1%

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