+3,091.0%
CVNA vs WELL
+374.2%
+2,716.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | +17.3% | +6.8% | +10.5% | +13.2% |
| 3M | -2.3% | +6.7% | -9.0% | -5.8% |
| 6M | -3.9% | +13.8% | -17.7% | -11.4% |
| YTD | -16.1% | +33.8% | -49.9% | -30.1% |
| 1Y | +7.9% | +29.6% | -21.7% | -8.8% |
| 3Y | +1,113.4% | +203.1% | +910.3% | +513.0% |
| 5Y | +20.3% | +223.8% | -203.5% | -40.4% |
| All | +3,091.0% | +374.2% | +2,716.8% | +1,112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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