+3,206.8%
CVNA vs WMB
+295.8%
+2,910.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.0% | +4.6% | -5.6% | -4.5% |
| 3M | +5.5% | +5.7% | -0.3% | -0.2% |
| 6M | +11.8% | +4.2% | +7.6% | +5.9% |
| YTD | -13.0% | +26.8% | -39.9% | -29.3% |
| 1Y | -2.1% | +34.7% | -36.8% | -24.6% |
| 3Y | +681.6% | +146.8% | +534.8% | +286.8% |
| 5Y | +11.6% | +285.0% | -273.4% | -59.8% |
| All | +3,206.8% | +295.8% | +2,910.9% | +865.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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