+116.8%
WFC vs CVNA
+2,662.6%
-2,545.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +3.8% | +0.7% | +3.0% | +3.7% |
| 30D | +1.5% | +7.4% | -5.9% | +0.8% |
| 3M | +10.9% | +12.7% | -1.8% | +9.3% |
| 6M | +8.4% | +17.9% | -9.5% | +6.2% |
| YTD | -1.9% | -11.6% | +9.8% | -1.8% |
| 1Y | +12.3% | +0.8% | +11.6% | +10.8% |
| 3Y | +132.3% | +633.4% | -501.1% | +90.1% |
| 5Y | +130.1% | +13.5% | +116.6% | +97.0% |
| All | +116.8% | +2,662.6% | -2,545.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling