+164.9%
WAB vs KMX
-26.1%
+191.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.2% | -3.4% | +3.2% | +0.4% |
| 30D | -5.9% | +4.0% | -9.9% | -6.6% |
| 3M | +9.4% | +24.8% | -15.4% | +4.3% |
| 6M | +13.8% | +43.6% | -29.8% | +4.7% |
| YTD | +31.8% | +56.6% | -24.9% | +18.3% |
| 1Y | +48.5% | +2.2% | +46.3% | +45.3% |
| All | +164.9% | -26.1% | +191.0% | +168.9% |
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