+0.8%
CVNA vs WST
+37.6%
-36.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +7.4% | -3.1% | +10.5% | +8.4% |
| 3M | +12.7% | +7.2% | +5.5% | +10.4% |
| 6M | +17.9% | +36.8% | -18.9% | +7.3% |
| YTD | -11.6% | +23.8% | -35.5% | -18.5% |
| 1Y | +0.8% | +37.8% | -37.0% | -5.5% |
| All | +0.8% | +37.6% | -36.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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