+3,015.3%
CVNA vs WCN
+175.4%
+2,839.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -7.3% | -3.1% | -4.2% | -4.9% |
| 30D | -4.6% | -3.4% | -1.2% | -2.0% |
| 3M | +2.0% | +3.0% | -1.0% | -1.1% |
| 6M | +11.7% | -3.8% | +15.5% | +12.9% |
| YTD | -18.1% | -8.3% | -9.7% | -14.3% |
| 1Y | -2.4% | -9.7% | +7.4% | +1.9% |
| 3Y | +580.6% | +17.2% | +563.4% | +439.8% |
| 5Y | +4.9% | +25.3% | -20.4% | -20.8% |
| All | +3,015.3% | +175.4% | +2,839.9% | +1,305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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