+591.6%
CVNA vs WBD
+147.2%
+444.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.7% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -2.4% | +4.2% | -6.6% | -4.0% |
| 3M | +4.5% | +7.5% | -3.0% | +1.5% |
| 6M | +10.2% | +1.6% | +8.7% | +9.6% |
| YTD | -16.7% | -2.2% | -14.6% | -16.1% |
| 1Y | -3.8% | +124.9% | -128.6% | -32.7% |
| All | +591.6% | +147.2% | +444.4% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling