+1,163.4%
CVNA vs WELL
+204.0%
+959.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.6% |
| 30D | +24.9% | +5.7% | +19.2% | +23.1% |
| 3M | -1.8% | +4.6% | -6.4% | -3.0% |
| 6M | +3.5% | +11.9% | -8.3% | +0.3% |
| YTD | -14.3% | +33.6% | -47.8% | -22.1% |
| 1Y | +13.6% | +29.8% | -16.2% | +4.0% |
| 3Y | +1,163.4% | +202.2% | +961.3% | +475.3% |
| All | +1,163.4% | +204.0% | +959.4% | +475.3% |
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 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