+3,227.5%
CVNA vs WMB
+265.6%
+2,961.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | -0.2% |
| 7D | -4.8% | +1.6% | -6.3% | -5.7% |
| 30D | +24.1% | -7.1% | +31.2% | +28.7% |
| 3M | +2.6% | -4.0% | +6.6% | +3.3% |
| 6M | -3.1% | -5.7% | +2.6% | -2.9% |
| YTD | -12.5% | +17.2% | -29.7% | -26.1% |
| 1Y | +13.0% | +17.2% | -4.2% | -5.0% |
| 3Y | +1,165.3% | +121.1% | +1,044.3% | +563.2% |
| 5Y | +29.0% | +197.2% | -168.2% | -44.8% |
| All | +3,227.5% | +265.6% | +2,961.8% | +910.1% |
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