+3,091.0%
CVNA vs W
+145.6%
+2,945.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.6% |
| 7D | -1.7% | -1.7% | 0.0% | -0.7% |
| 30D | +17.3% | +3.2% | +14.1% | +15.3% |
| 3M | -2.3% | +8.3% | -10.6% | -7.2% |
| 6M | -3.9% | +84.3% | -88.2% | -38.1% |
| YTD | -16.1% | +11.0% | -27.1% | -28.5% |
| 1Y | +7.9% | -0.2% | +8.1% | -3.7% |
| 3Y | +1,113.4% | +157.9% | +955.5% | +396.4% |
| 5Y | +20.3% | -56.8% | +77.1% | +26.4% |
| All | +3,091.0% | +145.6% | +2,945.4% | +1,504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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