+591.6%
CVNA vs WSM
+226.4%
+365.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.4% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -2.4% | -10.7% | +8.3% | +3.2% |
| 3M | +4.5% | +8.5% | -4.0% | +0.2% |
| 6M | +10.2% | +19.6% | -9.4% | +0.4% |
| YTD | -16.7% | +26.6% | -43.3% | -26.3% |
| 1Y | -3.8% | +12.0% | -15.7% | -10.2% |
| All | +591.6% | +226.4% | +365.2% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling