+3,265.8%
CVNA vs WCC
+492.4%
+2,773.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.4% |
| 7D | +3.5% | +8.5% | -5.0% | -1.7% |
| 30D | +5.5% | -1.0% | +6.4% | +5.4% |
| 3M | +7.6% | +2.1% | +5.5% | +3.4% |
| 6M | +17.6% | +36.8% | -19.2% | -8.2% |
| YTD | -11.5% | +47.7% | -59.2% | -35.0% |
| 1Y | +0.4% | +66.5% | -66.1% | -33.8% |
| 3Y | +695.6% | +134.2% | +561.4% | +300.6% |
| 5Y | +13.6% | +231.6% | -218.1% | -54.2% |
| All | +3,265.8% | +492.4% | +2,773.4% | +498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling