+0.8%
CVNA vs WAB
+48.2%
-47.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | +7.4% | -4.4% | +11.8% | +9.2% |
| 3M | +12.7% | +7.9% | +4.8% | +8.1% |
| 6M | +17.9% | +8.7% | +9.2% | +10.2% |
| YTD | -11.6% | +33.0% | -44.6% | -24.9% |
| 1Y | +0.8% | +46.7% | -45.9% | -17.9% |
| All | +0.8% | +48.2% | -47.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling