+13.6%
CVNA vs WST
-25.8%
+39.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +5.5% | -4.6% | +10.1% | +7.8% |
| 3M | +7.6% | +5.7% | +1.9% | +4.8% |
| 6M | +17.6% | +37.6% | -20.0% | +0.7% |
| YTD | -11.5% | +23.0% | -34.5% | -20.4% |
| 1Y | +0.4% | +33.8% | -33.5% | -14.2% |
| 3Y | +695.6% | -13.4% | +708.9% | +648.1% |
| 5Y | +13.6% | -27.0% | +40.5% | +23.1% |
| All | +13.6% | -25.8% | +39.3% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling