+695.6%
CVNA vs WST
-15.5%
+711.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +5.5% | -4.6% | +10.1% | +6.2% |
| 3M | +7.6% | +5.7% | +1.9% | +6.8% |
| 6M | +17.6% | +37.6% | -20.0% | +12.8% |
| YTD | -11.5% | +23.0% | -34.5% | -14.1% |
| 1Y | +0.4% | +33.8% | -33.5% | -3.5% |
| 3Y | +695.6% | -13.4% | +708.9% | +765.3% |
| All | +695.6% | -15.5% | +711.1% | +765.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling