+398.0%
WMT vs CVNA
+2,461.5%
-2,063.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | 0.0% | -7.3% | +7.3% | +0.3% |
| 30D | -7.4% | -4.6% | -2.8% | -7.3% |
| 3M | -10.9% | +2.0% | -12.8% | -11.1% |
| 6M | -12.7% | +11.7% | -24.4% | -13.2% |
| YTD | -3.2% | -18.1% | +14.8% | -3.0% |
| 1Y | +5.3% | -2.4% | +7.6% | +4.6% |
| 3Y | +101.9% | +580.6% | -478.7% | +86.4% |
| 5Y | +134.6% | +4.9% | +129.7% | +119.4% |
| All | +398.0% | +2,461.5% | -2,063.4% | +323.6% |
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 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