+3,015.3%
CVNA vs WAB
+252.7%
+2,762.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -4.6% | -4.1% | -0.5% | -1.6% |
| 3M | +2.0% | +8.2% | -6.2% | -5.8% |
| 6M | +11.7% | +15.4% | -3.7% | -2.4% |
| YTD | -18.1% | +33.1% | -51.2% | -36.7% |
| 1Y | -2.4% | +48.1% | -50.4% | -31.1% |
| 3Y | +580.6% | +167.7% | +412.8% | +209.6% |
| 5Y | +4.9% | +225.7% | -220.8% | -55.6% |
| All | +3,015.3% | +252.7% | +2,762.6% | +923.9% |
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 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