+0.4%
CVNA vs WM
+0.6%
-0.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | -0.1% |
| 7D | +3.5% | -0.9% | +4.4% | +3.1% |
| 30D | +5.5% | -4.3% | +9.8% | +3.3% |
| 3M | +7.6% | +0.8% | +6.8% | +9.3% |
| 6M | +17.6% | -10.8% | +28.3% | +12.1% |
| YTD | -11.5% | -0.1% | -11.4% | -8.0% |
| 1Y | +0.4% | +1.0% | -0.6% | +7.8% |
| All | +0.4% | +0.6% | -0.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling