+3,015.3%
CVNA vs WWD
+428.0%
+2,587.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.6% |
| 7D | -7.3% | -2.6% | -4.7% | -5.5% |
| 30D | -4.6% | -6.9% | +2.4% | +0.2% |
| 3M | +2.0% | -13.0% | +15.0% | +11.7% |
| 6M | +11.7% | -12.5% | +24.2% | +20.3% |
| YTD | -18.1% | +11.8% | -29.9% | -28.0% |
| 1Y | -2.4% | +41.1% | -43.4% | -29.9% |
| 3Y | +580.6% | +163.1% | +417.5% | +193.1% |
| 5Y | +4.9% | +187.6% | -182.8% | -56.1% |
| All | +3,015.3% | +428.0% | +2,587.3% | +782.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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