+88.5%
WDC vs CVNA
+11.0%
+77.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.5% |
| 7D | +12.1% | -1.6% | +13.7% | +12.5% |
| 30D | -18.8% | +24.9% | -43.7% | -23.0% |
| 3M | -39.3% | -1.8% | -37.5% | -39.2% |
| 6M | -40.1% | +3.5% | -43.7% | -41.6% |
| YTD | +71.8% | -14.3% | +86.1% | +65.5% |
| 1Y | +88.5% | +13.6% | +74.9% | +50.3% |
| All | +88.5% | +11.0% | +77.5% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling