-3.8%
CVNA vs WAT
+34.9%
-38.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -4.3% | -2.9% | -1.4% | -3.3% |
| 30D | -2.4% | -3.2% | +0.8% | -1.2% |
| 3M | +4.5% | +10.6% | -6.1% | +1.2% |
| 6M | +10.2% | +34.0% | -23.8% | +1.5% |
| YTD | -16.7% | +5.7% | -22.5% | -21.6% |
| 1Y | -3.8% | +37.1% | -40.8% | -5.1% |
| All | -3.8% | +34.9% | -38.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling