+1,163.4%
CVNA vs WWD
+148.2%
+1,015.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | -1.6% | +4.0% | -5.6% | -4.0% |
| 30D | +24.9% | +0.4% | +24.5% | +24.3% |
| 3M | -1.8% | -7.9% | +6.1% | +2.7% |
| 6M | +3.5% | -10.6% | +14.2% | +8.9% |
| YTD | -14.3% | +9.4% | -23.7% | -22.7% |
| 1Y | +13.6% | +25.7% | -12.1% | -9.1% |
| 3Y | +1,163.4% | +148.5% | +1,014.9% | +485.0% |
| All | +1,163.4% | +148.2% | +1,015.3% | +485.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling