+3,227.5%
CVNA vs WST
+360.3%
+2,867.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | +24.1% | +12.3% | +11.8% | +16.9% |
| 3M | +2.6% | +17.5% | -14.9% | -6.1% |
| 6M | -3.1% | +28.2% | -31.3% | -15.6% |
| YTD | -12.5% | +50.4% | -62.9% | -31.1% |
| 1Y | +13.0% | +49.3% | -36.3% | -11.2% |
| 3Y | +1,165.3% | +21.8% | +1,143.5% | +788.3% |
| 5Y | +29.0% | +0.3% | +28.7% | +9.5% |
| All | +3,227.5% | +360.3% | +2,867.2% | +849.6% |
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