+6.1%
CVNA vs WSM
+175.3%
-169.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.5% |
| 7D | -7.3% | -0.5% | -6.8% | -6.9% |
| 30D | -4.6% | -7.7% | +3.1% | +1.8% |
| 3M | +2.0% | +3.8% | -1.8% | -1.7% |
| 6M | +11.7% | +22.7% | -10.9% | -7.4% |
| YTD | -18.1% | +28.0% | -46.1% | -35.1% |
| 1Y | -2.4% | +12.7% | -15.1% | -15.3% |
| 3Y | +580.6% | +231.3% | +349.3% | +40.8% |
| All | +6.1% | +175.3% | -169.2% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling