+3,206.8%
CVNA vs WST
+275.6%
+2,931.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -1.0% | -1.7% | +0.6% | -0.1% |
| 30D | -1.0% | -4.3% | +3.3% | +1.4% |
| 3M | +5.5% | +0.7% | +4.7% | +4.9% |
| 6M | +11.8% | +36.0% | -24.2% | -6.6% |
| YTD | -13.0% | +22.7% | -35.8% | -23.4% |
| 1Y | -2.1% | +34.1% | -36.2% | -19.1% |
| 3Y | +681.6% | -13.6% | +695.2% | +601.5% |
| 5Y | +11.6% | -26.0% | +37.6% | +13.7% |
| All | +3,206.8% | +275.6% | +2,931.1% | +955.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling