+3,488.0%
WMB vs CPRT
+23,878.7%
-20,390.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | 0.0% |
| 30D | +3.3% | +16.6% | -13.4% | -0.8% |
| 3M | +3.1% | +9.6% | -6.5% | +0.2% |
| 6M | -0.7% | -11.1% | +10.4% | +1.2% |
| YTD | +25.2% | -13.9% | +39.0% | +28.2% |
| 1Y | +32.9% | -32.5% | +65.4% | +44.2% |
| 3Y | +140.6% | -25.0% | +165.6% | +151.2% |
| 5Y | +273.5% | -7.4% | +280.8% | +263.0% |
| 10Y | +334.2% | +422.0% | -87.8% | +174.3% |
| All | +3,488.0% | +23,878.7% | -20,390.7% | +1,215.6% |
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