+3,259.9%
CVNA vs WST
+279.0%
+2,980.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | +7.4% | -3.1% | +10.5% | +9.3% |
| 3M | +12.7% | +7.2% | +5.5% | +8.3% |
| 6M | +17.9% | +36.8% | -18.9% | -1.8% |
| YTD | -11.6% | +23.8% | -35.5% | -22.6% |
| 1Y | +0.8% | +37.8% | -37.0% | -18.0% |
| 3Y | +633.4% | -15.9% | +649.3% | +577.4% |
| 5Y | +13.5% | -25.8% | +39.3% | +15.5% |
| All | +3,259.9% | +279.0% | +2,980.9% | +967.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling