+167.4%
WAB vs KMX
-14.8%
+182.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | +5.1% | +3.4% | +1.7% | +4.4% |
| 30D | +4.0% | +6.8% | -2.8% | +2.5% |
| 3M | +0.1% | -11.4% | +11.5% | +2.1% |
| 6M | +12.8% | +43.6% | -30.8% | +3.8% |
| YTD | +40.1% | +37.7% | +2.3% | +28.4% |
| 1Y | +46.4% | +53.0% | -6.6% | +30.9% |
| 3Y | +167.4% | -16.3% | +183.7% | +172.8% |
| All | +167.4% | -14.8% | +182.1% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling