+3,015.3%
CVNA vs WCC
+486.1%
+2,529.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -3.8% |
| 7D | -7.3% | +1.4% | -8.7% | -8.2% |
| 30D | -4.6% | -2.3% | -2.3% | -3.9% |
| 3M | +2.0% | +3.7% | -1.7% | -2.9% |
| 6M | +11.7% | +34.8% | -23.0% | -12.0% |
| YTD | -18.1% | +46.1% | -64.2% | -39.5% |
| 1Y | -2.4% | +62.7% | -65.1% | -34.6% |
| 3Y | +580.6% | +133.6% | +447.0% | +243.1% |
| 5Y | +4.9% | +226.1% | -221.2% | -57.3% |
| All | +3,015.3% | +486.1% | +2,529.2% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling