+3,206.8%
CVNA vs W
+120.5%
+3,086.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -1.0% | +5.9% | -6.9% | -4.4% |
| 30D | -1.0% | -3.0% | +2.0% | +0.6% |
| 3M | +5.5% | +40.3% | -34.9% | -18.9% |
| 6M | +11.8% | +32.2% | -20.4% | -12.9% |
| YTD | -13.0% | -0.3% | -12.7% | -20.8% |
| 1Y | -2.1% | +16.2% | -18.3% | -22.7% |
| 3Y | +681.6% | +40.7% | +640.9% | +361.3% |
| 5Y | +11.6% | -62.3% | +74.0% | +25.9% |
| All | +3,206.8% | +120.5% | +3,086.2% | +1,676.6% |
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