+3,065.8%
CVNA vs WEC
+135.8%
+2,930.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +4.5% | -6.8% | +11.3% | +6.7% |
| 6M | +10.2% | -6.4% | +16.6% | +12.1% |
| YTD | -16.7% | +2.5% | -19.2% | -18.3% |
| 1Y | -3.8% | -0.4% | -3.4% | -4.8% |
| 3Y | +648.3% | +38.5% | +609.8% | +540.0% |
| 5Y | +6.6% | +31.7% | -25.1% | -8.1% |
| All | +3,065.8% | +135.8% | +2,930.0% | +1,525.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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