+3,259.9%
CVNA vs WAB
+252.3%
+3,007.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | +0.7% | -3.2% | +3.9% | +3.3% |
| 30D | +7.4% | -4.4% | +11.8% | +11.0% |
| 3M | +12.7% | +7.9% | +4.8% | +4.3% |
| 6M | +17.9% | +8.7% | +9.2% | +7.9% |
| YTD | -11.6% | +33.0% | -44.6% | -31.6% |
| 1Y | +0.8% | +46.7% | -45.9% | -28.4% |
| 3Y | +633.4% | +153.0% | +480.4% | +248.6% |
| 5Y | +13.5% | +222.3% | -208.8% | -51.6% |
| All | +3,259.9% | +252.3% | +3,007.6% | +1,005.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling