+0.8%
CVNA vs WBD
+135.8%
-135.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.7% | -1.8% | +2.6% | +0.9% |
| 30D | +7.4% | +8.8% | -1.4% | +6.3% |
| 3M | +12.7% | +4.6% | +8.1% | +12.1% |
| 6M | +17.9% | +1.1% | +16.9% | +17.7% |
| YTD | -11.6% | -2.0% | -9.6% | -11.7% |
| 1Y | +0.8% | +140.0% | -139.3% | +4.0% |
| All | +0.8% | +135.8% | -135.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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