+3,335.1%
CVNA vs WM
+284.0%
+3,051.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +19.7% | +13.3% | +6.4% | +11.6% |
| 3M | +7.6% | +4.4% | +3.3% | +4.9% |
| 6M | -2.2% | +10.8% | -13.0% | -8.5% |
| YTD | -9.6% | +9.1% | -18.7% | -15.6% |
| 1Y | +25.4% | +19.1% | +6.3% | +10.5% |
| 3Y | +1,152.6% | +45.7% | +1,107.0% | +825.6% |
| 5Y | +28.9% | +60.4% | -31.6% | -12.0% |
| All | +3,335.1% | +284.0% | +3,051.1% | +1,234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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