+695.6%
CVNA vs WELL
+204.7%
+490.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +3.5% | -1.3% | +4.8% | +3.9% |
| 30D | +5.5% | +0.5% | +4.9% | +5.2% |
| 3M | +7.6% | +19.1% | -11.5% | +1.4% |
| 6M | +17.6% | +17.0% | +0.6% | +10.8% |
| YTD | -11.5% | +29.2% | -40.7% | -20.5% |
| 1Y | +0.4% | +42.1% | -41.8% | -15.5% |
| 3Y | +695.6% | +204.5% | +491.0% | +244.9% |
| All | +695.6% | +204.7% | +490.8% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling