+3,259.9%
CVNA vs WM
+253.9%
+3,006.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +7.4% | -2.4% | +9.7% | +8.6% |
| 3M | +12.7% | +0.4% | +12.3% | +11.6% |
| 6M | +17.9% | -9.5% | +27.4% | +23.3% |
| YTD | -11.6% | +0.5% | -12.1% | -13.6% |
| 1Y | +0.8% | -1.1% | +1.8% | -1.5% |
| 3Y | +633.4% | +46.0% | +587.4% | +432.3% |
| 5Y | +13.5% | +51.8% | -38.3% | -20.6% |
| All | +3,259.9% | +253.9% | +3,006.0% | +1,266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling