+13.0%
CVNA vs WM
+52.1%
-39.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +7.4% | -2.4% | +9.7% | +8.0% |
| 3M | +12.7% | +0.4% | +12.3% | +12.1% |
| 6M | +17.9% | -9.5% | +27.4% | +21.3% |
| YTD | -11.6% | +0.5% | -12.1% | -12.8% |
| 1Y | +0.8% | -1.1% | +1.8% | -0.1% |
| 3Y | +633.4% | +46.0% | +587.4% | +478.0% |
| All | +13.0% | +52.1% | -39.2% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling