+3,159.9%
CVNA vs WELL
+373.3%
+2,786.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +24.9% | +5.7% | +19.2% | +21.3% |
| 3M | -1.8% | +4.6% | -6.4% | -4.4% |
| 6M | +3.5% | +11.9% | -8.3% | -3.5% |
| YTD | -14.3% | +33.6% | -47.8% | -28.5% |
| 1Y | +13.6% | +29.8% | -16.2% | -4.1% |
| 3Y | +1,163.4% | +202.2% | +961.3% | +539.4% |
| 5Y | +22.9% | +223.2% | -200.3% | -39.1% |
| All | +3,159.9% | +373.3% | +2,786.6% | +1,139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling