+3,259.9%
CVNA vs WMB
+290.6%
+2,969.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | +0.6% | +0.2% | +0.3% |
| 30D | +7.4% | +3.3% | +4.1% | +4.5% |
| 3M | +12.7% | +3.1% | +9.6% | +8.5% |
| 6M | +17.9% | -0.7% | +18.6% | +15.4% |
| YTD | -11.6% | +25.2% | -36.8% | -27.5% |
| 1Y | +0.8% | +32.9% | -32.1% | -21.7% |
| 3Y | +633.4% | +140.6% | +492.9% | +269.2% |
| 5Y | +13.5% | +273.5% | -260.0% | -58.3% |
| All | +3,259.9% | +290.6% | +2,969.4% | +890.5% |
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