+48.8%
CAVA vs WCN
+18.4%
+30.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -8.0% | -3.1% | -4.9% | -6.5% |
| 30D | -19.6% | -3.4% | -16.2% | -18.0% |
| 3M | -36.7% | +3.0% | -39.6% | -38.0% |
| 6M | -30.6% | -3.8% | -26.8% | -29.6% |
| YTD | -4.8% | -8.3% | +3.5% | -0.5% |
| 1Y | -13.1% | -9.7% | -3.4% | -8.4% |
| 3Y | +48.8% | +17.2% | +31.6% | +22.8% |
| All | +48.8% | +18.4% | +30.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling