+3,265.8%
CVNA vs WBD
-4.2%
+3,270.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +3.5% | -0.7% | +4.2% | +3.9% |
| 30D | +5.5% | +5.0% | +0.5% | +2.6% |
| 3M | +7.6% | +6.2% | +1.4% | +3.9% |
| 6M | +17.6% | +0.6% | +17.0% | +17.2% |
| YTD | -11.5% | -2.4% | -9.0% | -10.3% |
| 1Y | +0.4% | +127.7% | -127.3% | -40.7% |
| 3Y | +695.6% | +148.4% | +547.2% | +302.8% |
| 5Y | +13.6% | +4.2% | +9.4% | -9.6% |
| All | +3,265.8% | -4.2% | +3,270.0% | +2,352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling