+25.2%
CVNA vs WSM
+44.0%
-18.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.5% | +2.4% | +4.6% |
| 7D | +31.3% | +8.0% | +23.4% | +25.5% |
| 30D | +21.7% | +13.5% | +8.2% | +13.1% |
| 3M | +14.0% | +8.8% | +5.2% | +8.2% |
| 6M | +3.0% | +54.7% | -51.7% | -20.4% |
| YTD | -8.1% | +53.3% | -61.4% | -24.5% |
| 1Y | +25.2% | +41.1% | -15.9% | +6.3% |
| All | +25.2% | +44.0% | -18.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling