+11.6%
CVNA vs WAT
-4.9%
+16.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -2.1% |
| 7D | -1.0% | -1.8% | +0.8% | +0.3% |
| 30D | -1.0% | -1.7% | +0.7% | +0.3% |
| 3M | +5.5% | +9.1% | -3.6% | -0.9% |
| 6M | +11.8% | +32.4% | -20.6% | -10.3% |
| YTD | -13.0% | +6.6% | -19.6% | -19.0% |
| 1Y | -2.1% | +34.7% | -36.8% | -25.9% |
| 3Y | +681.6% | +53.6% | +628.0% | +325.0% |
| 5Y | +11.6% | -4.1% | +15.7% | -13.1% |
| All | +11.6% | -4.9% | +16.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling