+3,265.8%
CVNA vs WCN
+181.3%
+3,084.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | +3.5% | -0.4% | +4.0% | +3.8% |
| 30D | +5.5% | -2.1% | +7.6% | +7.2% |
| 3M | +7.6% | +6.4% | +1.2% | +1.5% |
| 6M | +17.6% | -3.7% | +21.3% | +18.8% |
| YTD | -11.5% | -6.4% | -5.1% | -9.0% |
| 1Y | +0.4% | -7.9% | +8.3% | +3.1% |
| 3Y | +695.6% | +20.8% | +674.8% | +514.9% |
| 5Y | +13.6% | +29.0% | -15.4% | -16.3% |
| All | +3,265.8% | +181.3% | +3,084.5% | +1,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling