+3,265.8%
CVNA vs WPM
+775.3%
+2,490.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | +7.0% | -3.5% | +1.1% |
| 30D | +5.5% | +15.7% | -10.3% | +0.3% |
| 3M | +7.6% | +35.2% | -27.6% | -3.3% |
| 6M | +17.6% | +6.1% | +11.5% | +13.8% |
| YTD | -11.5% | +32.6% | -44.0% | -21.6% |
| 1Y | +0.4% | +46.9% | -46.5% | -15.1% |
| 3Y | +695.6% | +276.3% | +419.3% | +364.8% |
| 5Y | +13.6% | +260.0% | -246.4% | -33.9% |
| All | +3,265.8% | +775.3% | +2,490.5% | +1,405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WPM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling