+640.4%
WDC vs CVNA
+2,461.5%
-1,821.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | -4.3% | -7.3% | +3.0% | -3.3% |
| 30D | -1.5% | -4.6% | +3.1% | -1.1% |
| 3M | -15.5% | +2.0% | -17.5% | -16.3% |
| 6M | +66.5% | +11.7% | +54.7% | +62.6% |
| YTD | +159.9% | -18.1% | +177.9% | +163.3% |
| 1Y | +366.0% | -2.4% | +368.3% | +360.2% |
| 3Y | +1,285.8% | +580.6% | +705.2% | +937.1% |
| 5Y | +925.6% | +4.9% | +920.7% | +733.0% |
| All | +640.4% | +2,461.5% | -1,821.1% | +236.5% |
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