+648.3%
CVNA vs WM
+46.1%
+602.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +7.4% | -2.4% | +9.7% | +7.4% |
| 3M | +12.7% | +0.4% | +12.3% | +12.6% |
| 6M | +17.9% | -9.5% | +27.4% | +19.3% |
| YTD | -11.6% | +0.5% | -12.1% | -11.9% |
| 1Y | +0.8% | -1.1% | +1.8% | +1.4% |
| All | +648.3% | +46.1% | +602.2% | +630.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling