+288.2%
WAB vs KMX
+10.2%
+278.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.2% | -3.4% | +3.2% | +0.8% |
| 30D | -5.9% | +4.0% | -9.9% | -7.1% |
| 3M | +9.4% | +24.8% | -15.4% | +1.1% |
| 6M | +13.8% | +43.6% | -29.8% | -0.5% |
| YTD | +31.8% | +56.6% | -24.9% | +10.9% |
| 1Y | +48.5% | +2.2% | +46.3% | +40.6% |
| 3Y | +167.0% | -25.4% | +192.4% | +171.7% |
| 5Y | +222.3% | -55.0% | +277.3% | +277.2% |
| All | +288.2% | +10.2% | +278.0% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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