+389.5%
WDC vs CVNA
+2,580.4%
-2,190.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.3% |
| 7D | +12.1% | -1.6% | +13.7% | +12.3% |
| 30D | -18.8% | +24.9% | -43.7% | -21.3% |
| 3M | -39.3% | -1.8% | -37.5% | -39.5% |
| 6M | -40.1% | +3.5% | -43.7% | -41.1% |
| YTD | +71.8% | -14.3% | +86.1% | +72.4% |
| 1Y | +88.5% | +13.6% | +74.9% | +82.3% |
| 3Y | +770.0% | +1,163.4% | -393.5% | +508.2% |
| 5Y | +549.0% | +22.9% | +526.1% | +412.1% |
| All | +389.5% | +2,580.4% | -2,190.9% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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