+3,159.9%
CVNA vs WAB
+271.1%
+2,888.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.8% |
| 7D | -1.6% | +5.1% | -6.7% | -5.5% |
| 30D | +24.9% | +4.0% | +20.9% | +21.0% |
| 3M | -1.8% | +0.1% | -1.9% | -2.4% |
| 6M | +3.5% | +12.8% | -9.3% | -8.0% |
| YTD | -14.3% | +40.1% | -54.3% | -36.5% |
| 1Y | +13.6% | +46.4% | -32.8% | -19.1% |
| 3Y | +1,163.4% | +167.4% | +996.1% | +471.7% |
| 5Y | +22.9% | +215.0% | -192.1% | -47.6% |
| All | +3,159.9% | +271.1% | +2,888.8% | +925.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling