+133.3%
WFC vs CVNA
+675.5%
-542.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.2% |
| 7D | +0.4% | -1.0% | +1.5% | +0.6% |
| 30D | +2.5% | -1.0% | +3.5% | +2.4% |
| 3M | +10.0% | +5.5% | +4.5% | +8.6% |
| 6M | +15.1% | +11.8% | +3.2% | +12.1% |
| YTD | -2.2% | -13.0% | +10.8% | -1.9% |
| 1Y | +13.5% | -2.1% | +15.6% | +11.2% |
| All | +133.3% | +675.5% | -542.2% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling