+11.6%
CVNA vs WCC
+228.2%
-216.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.9% |
| 7D | -1.0% | +6.8% | -7.8% | -5.4% |
| 30D | -1.0% | -3.0% | +2.0% | +0.3% |
| 3M | +5.5% | +0.2% | +5.3% | +2.4% |
| 6M | +11.8% | +33.2% | -21.3% | -13.9% |
| YTD | -13.0% | +45.8% | -58.8% | -38.4% |
| 1Y | -2.1% | +68.4% | -70.5% | -40.0% |
| 3Y | +681.6% | +131.1% | +550.5% | +238.9% |
| 5Y | +11.6% | +225.6% | -214.0% | -63.9% |
| All | +11.6% | +228.2% | -216.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling