+3,065.8%
CVNA vs WAT
+134.9%
+2,930.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.7% |
| 7D | -4.3% | -2.9% | -1.4% | -2.2% |
| 30D | -2.4% | -3.2% | +0.8% | +0.2% |
| 3M | +4.5% | +10.6% | -6.1% | -3.1% |
| 6M | +10.2% | +34.0% | -23.8% | -13.2% |
| YTD | -16.7% | +5.7% | -22.5% | -22.4% |
| 1Y | -3.8% | +37.1% | -40.8% | -28.6% |
| 3Y | +648.3% | +52.4% | +595.9% | +343.7% |
| 5Y | +6.6% | -4.4% | +11.0% | -1.4% |
| All | +3,065.8% | +134.9% | +2,930.8% | +1,201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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