+3,189.2%
CVNA vs WMB
+257.9%
+2,931.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.8% | -5.2% |
| 7D | +2.4% | -6.9% | +9.4% | +6.8% |
| 30D | +14.6% | -7.2% | +21.7% | +18.7% |
| 3M | -1.5% | -5.4% | +3.9% | +0.1% |
| 6M | -6.3% | -4.9% | -1.4% | -6.9% |
| YTD | -13.5% | +14.7% | -28.2% | -25.9% |
| 1Y | +13.3% | +14.7% | -1.4% | -3.4% |
| 3Y | +1,150.8% | +116.4% | +1,034.4% | +564.8% |
| 5Y | +27.1% | +198.5% | -171.4% | -45.9% |
| All | +3,189.2% | +257.9% | +2,931.3% | +912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling