+695.6%
CVNA vs WMB
+148.7%
+546.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.9% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | +5.5% | +7.7% | -2.3% | +1.5% |
| 3M | +7.6% | +6.7% | +0.9% | +2.8% |
| 6M | +17.6% | +3.6% | +14.0% | +13.2% |
| YTD | -11.5% | +28.0% | -39.5% | -27.2% |
| 1Y | +0.4% | +37.6% | -37.2% | -23.4% |
| 3Y | +695.6% | +149.0% | +546.5% | +224.1% |
| All | +695.6% | +148.7% | +546.8% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling