+0.8%
CVNA vs WTW
+3.0%
-2.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +0.7% | -2.6% | +3.4% | +0.8% |
| 30D | +7.4% | -1.0% | +8.3% | +7.3% |
| 3M | +12.7% | +29.9% | -17.2% | +11.3% |
| 6M | +17.9% | +10.7% | +7.2% | +18.1% |
| YTD | -11.6% | +2.6% | -14.2% | -12.9% |
| 1Y | +0.8% | +2.8% | -2.0% | +2.0% |
| All | +0.8% | +3.0% | -2.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling