+3,265.8%
CVNA vs WSM
+926.7%
+2,339.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +3.5% | +2.6% | +0.9% | +1.7% |
| 30D | +5.5% | -9.5% | +15.0% | +12.8% |
| 3M | +7.6% | +12.9% | -5.3% | -1.8% |
| 6M | +17.6% | +23.0% | -5.4% | +0.7% |
| YTD | -11.5% | +28.9% | -40.4% | -27.0% |
| 1Y | +0.4% | +13.7% | -13.3% | -10.8% |
| 3Y | +695.6% | +232.6% | +463.0% | +178.6% |
| 5Y | +13.6% | +185.9% | -172.3% | -52.5% |
| All | +3,265.8% | +926.7% | +2,339.1% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling